+114.9%
AXP vs EWT
+157.5%
-42.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.1% | +9.1% | -9.2% | -3.0% |
| 30D | +4.4% | -12.2% | +16.7% | +8.7% |
| 3M | -6.4% | -9.4% | +3.0% | -4.0% |
| 6M | +4.2% | +2.7% | +1.5% | 0.0% |
| YTD | -12.4% | +53.3% | -65.6% | -31.5% |
| 1Y | -11.1% | +59.2% | -70.3% | -31.9% |
| 3Y | +114.9% | +157.1% | -42.2% | +25.8% |
| All | +114.9% | +157.5% | -42.6% | +25.8% |
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 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