+440.3%
AXP vs EWJ
+126.6%
+313.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | -2.6% |
| 7D | -1.1% | -1.5% | +0.3% | 0.0% |
| 30D | +5.2% | -6.5% | +11.8% | +12.1% |
| 3M | -4.6% | -5.6% | +1.0% | +0.3% |
| 6M | +3.2% | -0.3% | +3.5% | +1.6% |
| YTD | -11.3% | +13.9% | -25.3% | -25.5% |
| 1Y | -11.0% | +14.6% | -25.6% | -25.7% |
| 3Y | +120.2% | +66.6% | +53.5% | +15.8% |
| 5Y | +91.7% | +47.7% | +44.1% | +17.6% |
| 10Y | +440.3% | +126.0% | +314.3% | +105.7% |
| All | +440.3% | +126.6% | +313.7% | +105.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling