-11.1%
AXP vs EWT
+56.8%
-67.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.1% | +9.1% | -9.2% | -1.4% |
| 30D | +4.4% | -12.2% | +16.7% | +6.4% |
| 3M | -6.4% | -9.4% | +3.0% | -5.3% |
| 6M | +4.2% | +2.7% | +1.5% | +1.0% |
| YTD | -12.4% | +53.3% | -65.6% | -27.1% |
| 1Y | -11.1% | +59.2% | -70.3% | -27.4% |
| All | -11.1% | +56.8% | -67.9% | -27.4% |
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