+440.3%
AXP vs EWT
+418.9%
+21.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.2% | -6.1% | -3.5% |
| 7D | -1.1% | -5.0% | +3.9% | +1.3% |
| 30D | +5.2% | -16.3% | +21.6% | +16.8% |
| 3M | -4.6% | -7.2% | +2.6% | -1.9% |
| 6M | +3.2% | -0.5% | +3.7% | -1.8% |
| YTD | -11.3% | +50.6% | -61.9% | -39.3% |
| 1Y | -11.0% | +54.8% | -65.9% | -40.5% |
| 3Y | +120.2% | +155.5% | -35.3% | -6.9% |
| 5Y | +91.7% | +116.4% | -24.7% | -6.2% |
| 10Y | +440.3% | +421.4% | +18.9% | +37.1% |
| All | +440.3% | +418.9% | +21.5% | +37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling