-11.2%
AXP vs ETR
+17.7%
-29.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.2% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | +5.8% | +7.5% | -1.7% | +6.3% |
| 3M | -6.0% | +4.4% | -10.5% | -5.8% |
| 6M | +0.3% | -1.5% | +1.8% | -0.1% |
| YTD | -12.3% | +21.8% | -34.0% | -14.0% |
| 1Y | -11.2% | +18.4% | -29.6% | -12.0% |
| All | -11.2% | +17.7% | -29.0% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling