+89.6%
AXP vs ETR
+152.2%
-62.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.3% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +5.8% | +7.5% | -1.7% | +3.7% |
| 3M | -6.0% | +4.4% | -10.5% | -7.2% |
| 6M | +0.3% | -1.5% | +1.8% | +0.5% |
| YTD | -12.3% | +21.8% | -34.0% | -18.4% |
| 1Y | -11.2% | +18.4% | -29.6% | -16.7% |
| 3Y | +117.0% | +148.5% | -31.5% | +56.2% |
| All | +89.6% | +152.2% | -62.6% | +26.7% |
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 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