+69.7%
EEM vs AXP
+117.2%
-47.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.9% | -0.6% | -0.2% | -0.7% |
| 30D | -9.3% | +5.0% | -14.3% | -10.4% |
| 3M | -7.1% | -4.2% | -2.8% | -6.2% |
| 6M | -10.4% | +2.9% | -13.3% | -11.3% |
| YTD | +11.3% | -11.6% | +22.9% | +13.8% |
| 1Y | +11.3% | -11.1% | +22.3% | +13.5% |
| All | +69.7% | +117.2% | -47.5% | +30.6% |
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