+434.8%
AXP vs EWJ
+118.7%
+316.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.6% | -5.0% | +5.6% | +5.6% |
| 30D | +5.8% | -10.2% | +16.1% | +17.4% |
| 3M | -6.0% | -7.2% | +1.2% | +0.5% |
| 6M | +0.3% | -3.2% | +3.5% | +1.7% |
| YTD | -12.3% | +9.9% | -22.2% | -23.5% |
| 1Y | -11.2% | +11.0% | -22.2% | -23.5% |
| 3Y | +117.0% | +57.3% | +59.7% | +21.5% |
| 5Y | +93.2% | +41.3% | +51.9% | +24.2% |
| All | +434.8% | +118.7% | +316.1% | +111.1% |
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 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