+465.0%
AXP vs EWJ
+138.7%
+326.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.5% |
| 7D | -2.1% | +2.5% | -4.6% | -4.6% |
| 30D | -6.5% | +3.3% | -9.8% | -9.7% |
| 3M | +4.6% | +5.0% | -0.3% | -1.3% |
| 6M | +5.4% | +11.5% | -6.1% | -7.4% |
| YTD | -11.1% | +22.4% | -33.5% | -30.0% |
| 1Y | -0.3% | +30.2% | -30.5% | -26.9% |
| 3Y | +111.6% | +72.8% | +38.8% | +8.7% |
| 5Y | +117.6% | +54.1% | +63.4% | +29.6% |
| All | +465.0% | +138.7% | +326.3% | +97.5% |
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