+98.4%
EEM vs AXP
+449.9%
-351.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.6% |
| 7D | -2.8% | +0.6% | -3.4% | -3.0% |
| 30D | -11.9% | +5.8% | -17.8% | -13.7% |
| 3M | -8.8% | -6.0% | -2.7% | -7.0% |
| 6M | -11.6% | +0.3% | -11.9% | -12.1% |
| YTD | +9.0% | -12.3% | +21.3% | +12.9% |
| 1Y | +10.6% | -11.2% | +21.8% | +13.9% |
| 3Y | +64.4% | +117.0% | -52.7% | +20.6% |
| 5Y | +31.0% | +93.2% | -62.1% | -2.2% |
| All | +98.4% | +449.9% | -351.5% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling