-6.7%
AXP vs EWT
+54.0%
-60.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | +4.6% | -10.9% | +15.5% | +6.4% |
| 30D | +9.7% | -17.7% | +27.5% | +13.1% |
| 3M | -3.8% | -5.0% | +1.2% | -3.5% |
| 6M | +4.8% | +7.4% | -2.6% | 0.0% |
| YTD | -9.1% | +52.8% | -61.9% | -24.2% |
| 1Y | -6.7% | +55.2% | -61.9% | -22.9% |
| All | -6.7% | +54.0% | -60.7% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling