+87.7%
EEM vs AXP
+110.9%
-23.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.1% |
| 7D | +2.3% | -2.1% | +4.4% | +2.9% |
| 30D | +4.5% | -6.5% | +11.1% | +6.3% |
| 3M | -0.1% | +4.6% | -4.7% | -1.4% |
| 6M | +16.9% | +5.4% | +11.5% | +15.1% |
| YTD | +26.2% | -11.1% | +37.3% | +29.1% |
| 1Y | +40.5% | -0.3% | +40.8% | +39.1% |
| All | +87.7% | +110.9% | -23.2% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling