+40.5%
EEM vs AXP
+1.4%
+39.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | +2.3% | -2.1% | +4.4% | +2.8% |
| 30D | +4.5% | -6.5% | +11.1% | +6.0% |
| 3M | -0.1% | +4.6% | -4.7% | -1.2% |
| 6M | +16.9% | +5.4% | +11.5% | +15.3% |
| YTD | +26.2% | -11.1% | +37.3% | +26.8% |
| 1Y | +40.5% | -0.3% | +40.8% | +39.3% |
| All | +40.5% | +1.4% | +39.1% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 1y: compounded portfolio wealth divided by compounded AXP 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…
1y analysis · Full analysis span regression · 6 months rolling