+403.0%
AXP vs IEMG
+133.0%
+270.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.5% |
| 7D | -2.1% | +5.3% | -7.4% | -6.2% |
| 30D | +2.7% | -7.2% | +9.8% | +8.6% |
| 3M | -7.3% | -8.1% | +0.8% | -1.6% |
| 6M | +1.8% | -6.7% | +8.5% | +4.8% |
| YTD | -13.1% | +11.6% | -24.7% | -24.8% |
| 1Y | -13.7% | +11.4% | -25.1% | -25.2% |
| 3Y | +113.1% | +69.3% | +43.8% | +23.7% |
| 5Y | +85.9% | +34.9% | +51.0% | +33.7% |
| All | +403.0% | +133.0% | +270.0% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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