+448.7%
AXP vs EWZ
+45.6%
+403.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | +0.6% | -1.5% | +2.1% | +1.2% |
| 30D | +5.8% | -24.5% | +30.4% | +17.1% |
| 3M | -6.0% | -10.7% | +4.7% | -3.9% |
| 6M | +0.3% | -19.1% | +19.4% | +6.8% |
| YTD | -12.3% | +1.6% | -13.9% | -16.0% |
| 1Y | -11.2% | +4.3% | -15.5% | -16.1% |
| 3Y | +117.0% | +19.0% | +98.1% | +90.8% |
| 5Y | +93.2% | +57.7% | +35.5% | +44.0% |
| All | +448.7% | +45.6% | +403.1% | +296.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling