+424.9%
AXP vs ETR
+374.5%
+50.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -2.9% | +0.1% | -2.9% | -2.9% |
| 30D | +3.7% | +7.7% | -4.0% | +0.1% |
| 3M | -4.9% | +5.7% | -10.6% | -7.6% |
| 6M | +4.1% | -0.3% | +4.3% | +3.6% |
| YTD | -11.7% | +23.4% | -35.0% | -21.8% |
| 1Y | -11.7% | +18.5% | -30.2% | -20.3% |
| 3Y | +116.5% | +155.6% | -39.1% | +25.7% |
| 5Y | +89.5% | +158.7% | -69.2% | +6.1% |
| 10Y | +424.9% | +377.8% | +47.1% | +182.9% |
| All | +424.9% | +374.5% | +50.4% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling