+6,575.1%
AXP vs ETR
+4,599.0%
+1,976.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -0.6% | +2.6% | -3.2% | -1.7% |
| 30D | +5.0% | +8.7% | -3.7% | +1.3% |
| 3M | -4.2% | +6.4% | -10.6% | -6.8% |
| 6M | +2.9% | +0.7% | +2.2% | +2.2% |
| YTD | -11.6% | +23.0% | -34.6% | -20.2% |
| 1Y | -11.1% | +17.9% | -29.0% | -18.3% |
| 3Y | +116.7% | +154.9% | -38.2% | +39.7% |
| 5Y | +89.6% | +157.3% | -67.7% | +19.9% |
| 10Y | +428.4% | +373.4% | +55.0% | +159.0% |
| All | +6,575.1% | +4,599.0% | +1,976.0% | +1,357.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling