+440.3%
AXP vs ETR
+356.9%
+83.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | -1.1% | +1.7% | -2.9% | -1.9% |
| 30D | +5.2% | +8.7% | -3.5% | +1.1% |
| 3M | -4.6% | +4.9% | -9.5% | -6.9% |
| 6M | +3.2% | +0.8% | +2.4% | +2.3% |
| YTD | -11.3% | +23.1% | -34.5% | -21.5% |
| 1Y | -11.0% | +17.9% | -28.9% | -19.4% |
| 3Y | +120.2% | +154.5% | -34.4% | +28.3% |
| 5Y | +91.7% | +160.3% | -68.5% | +7.0% |
| 10Y | +440.3% | +366.9% | +73.4% | +194.7% |
| All | +440.3% | +356.9% | +83.4% | +194.7% |
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