+117.0%
AXP vs ETR
+127.8%
-10.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -2.1% | +1.4% | -3.6% | -2.5% |
| 30D | -6.5% | +1.0% | -7.5% | -6.8% |
| 3M | +4.6% | -1.3% | +5.9% | +4.8% |
| 6M | +5.4% | +1.9% | +3.5% | +4.2% |
| YTD | -11.1% | +18.2% | -29.3% | -16.4% |
| 1Y | -0.3% | +24.7% | -25.0% | -7.9% |
| 3Y | +111.6% | +150.7% | -39.1% | +54.6% |
| All | +117.0% | +127.8% | -10.8% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling