+117.0%
AXP vs EWT
+136.7%
-19.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -2.5% |
| 7D | +0.6% | -11.7% | +12.3% | +4.6% |
| 30D | +5.8% | -23.2% | +29.1% | +15.3% |
| 3M | -6.0% | -12.5% | +6.5% | -2.7% |
| 6M | +0.3% | -5.9% | +6.2% | -0.9% |
| YTD | -12.3% | +40.5% | -52.7% | -29.3% |
| 1Y | -11.2% | +43.7% | -55.0% | -29.4% |
| 3Y | +117.0% | +136.6% | -19.6% | +29.7% |
| All | +117.0% | +136.7% | -19.7% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling