+116.7%
AXP vs ETR
+152.8%
-36.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -0.6% | +2.6% | -3.2% | -1.1% |
| 30D | +5.0% | +8.7% | -3.7% | +3.3% |
| 3M | -4.2% | +6.4% | -10.6% | -5.4% |
| 6M | +2.9% | +0.7% | +2.2% | +2.6% |
| YTD | -11.6% | +23.0% | -34.6% | -16.8% |
| 1Y | -11.1% | +17.9% | -29.0% | -15.3% |
| 3Y | +116.7% | +154.9% | -38.2% | +73.7% |
| All | +116.7% | +152.8% | -36.1% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling