+425.5%
AXP vs EWJ
+123.1%
+302.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.9% |
| 7D | -0.6% | -2.4% | +1.7% | +1.4% |
| 30D | +5.0% | -7.6% | +12.6% | +13.1% |
| 3M | -4.2% | -5.9% | +1.6% | +0.9% |
| 6M | +2.9% | -1.5% | +4.4% | +2.5% |
| YTD | -11.6% | +12.6% | -24.1% | -24.8% |
| 1Y | -11.1% | +12.7% | -23.8% | -24.5% |
| 3Y | +116.7% | +63.1% | +53.7% | +16.7% |
| 5Y | +89.6% | +48.2% | +41.4% | +15.3% |
| All | +425.5% | +123.1% | +302.3% | +101.6% |
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