-11.1%
AXP vs EWT
+51.4%
-62.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.1% |
| 7D | -0.6% | -3.7% | +3.0% | -0.1% |
| 30D | +5.0% | -17.2% | +22.1% | +8.0% |
| 3M | -4.2% | -7.3% | +3.1% | -3.6% |
| 6M | +2.9% | -1.5% | +4.4% | +0.6% |
| YTD | -11.6% | +49.0% | -60.6% | -26.6% |
| 1Y | -11.1% | +50.6% | -61.7% | -26.8% |
| All | -11.1% | +51.4% | -62.5% | -26.8% |
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