+85.9%
AXP vs EWZ
+51.3%
+34.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -0.9% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +2.7% | -25.9% | +28.5% | +11.4% |
| 3M | -7.3% | -6.1% | -1.1% | -7.9% |
| 6M | +1.8% | -16.1% | +17.9% | +5.1% |
| YTD | -13.1% | +1.0% | -14.0% | -16.6% |
| 1Y | -13.7% | 0.0% | -13.7% | -17.1% |
| 3Y | +113.1% | +16.8% | +96.3% | +90.0% |
| 5Y | +85.9% | +52.1% | +33.9% | +44.3% |
| All | +85.9% | +51.3% | +34.6% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling