+86.1%
AXP vs ETR
+157.6%
-71.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.1% | +1.2% | -1.3% | -0.4% |
| 30D | +4.4% | +7.0% | -2.6% | +2.5% |
| 3M | -6.4% | +4.6% | -11.0% | -7.6% |
| 6M | +4.2% | +0.1% | +4.0% | +3.8% |
| YTD | -12.4% | +23.2% | -35.5% | -18.8% |
| 1Y | -11.1% | +20.6% | -31.7% | -17.1% |
| 3Y | +114.9% | +156.3% | -41.4% | +52.8% |
| All | +86.1% | +157.6% | -71.4% | +29.1% |
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