+89.5%
AXP vs EWT
+127.6%
-38.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -2.8% |
| 7D | -2.9% | +3.2% | -6.1% | -4.8% |
| 30D | +3.7% | -12.3% | +16.0% | +9.9% |
| 3M | -4.9% | -3.6% | -1.3% | -4.5% |
| 6M | +4.1% | +3.1% | +0.9% | -1.6% |
| YTD | -11.7% | +57.7% | -69.4% | -37.2% |
| 1Y | -11.7% | +60.3% | -72.0% | -38.0% |
| 3Y | +116.5% | +163.4% | -46.9% | -1.2% |
| 5Y | +89.5% | +127.4% | -37.9% | +1.2% |
| All | +89.5% | +127.6% | -38.1% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling