+464.9%
AXP vs EWJ
+137.9%
+327.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | +0.6% | +2.9% | -2.3% | -2.3% |
| 30D | -4.3% | +1.1% | -5.4% | -5.5% |
| 3M | +4.7% | +7.1% | -2.4% | -3.2% |
| 6M | +9.0% | +16.2% | -7.2% | -8.4% |
| YTD | -11.1% | +22.0% | -33.1% | -29.8% |
| 1Y | +1.3% | +26.2% | -24.9% | -23.1% |
| 3Y | +114.5% | +73.5% | +41.0% | +9.7% |
| 5Y | +118.0% | +52.7% | +65.3% | +31.4% |
| 10Y | +464.9% | +138.5% | +326.4% | +98.1% |
| All | +464.9% | +137.9% | +327.0% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EWJ 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling