+890.6%
AXP vs EWT
+431.4%
+459.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.5% | +9.2% | +4.4% |
| 7D | +0.4% | -19.0% | +19.4% | +12.7% |
| 30D | +7.0% | -27.0% | +34.0% | +27.2% |
| 3M | -6.6% | -15.6% | +9.0% | +1.5% |
| 6M | +3.5% | -7.4% | +10.9% | +4.2% |
| YTD | -11.2% | +35.2% | -46.3% | -29.3% |
| 1Y | -10.2% | +36.0% | -46.2% | -28.8% |
| 3Y | +120.0% | +128.2% | -8.2% | +25.2% |
| 5Y | +95.6% | +97.4% | -1.8% | +21.9% |
| 10Y | +468.1% | +368.6% | +99.5% | +115.7% |
| All | +890.6% | +431.4% | +459.2% | +123.0% |
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