+891.2%
AXP vs EWT
+594.1%
+297.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -2.2% |
| 7D | -2.1% | +4.0% | -6.1% | -4.4% |
| 30D | -6.5% | +10.3% | -16.8% | -11.9% |
| 3M | +4.6% | +6.1% | -1.4% | -0.6% |
| 6M | +5.4% | +56.6% | -51.2% | -21.5% |
| YTD | -11.1% | +76.6% | -87.7% | -38.6% |
| 1Y | -0.3% | +97.9% | -98.2% | -36.0% |
| 3Y | +111.6% | +198.0% | -86.4% | +4.4% |
| 5Y | +117.6% | +151.8% | -34.2% | +19.1% |
| 10Y | +474.1% | +514.1% | -40.0% | +88.4% |
| All | +891.2% | +594.1% | +297.1% | +93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling