+32.2%
EEM vs AXP
+86.8%
-54.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | -5.4% | +4.4% | -9.8% | -6.6% |
| 3M | -8.6% | -6.4% | -2.2% | -7.0% |
| 6M | -8.9% | +4.2% | -13.0% | -10.3% |
| YTD | +11.9% | -12.4% | +24.3% | +15.4% |
| 1Y | +13.1% | -11.1% | +24.2% | +16.0% |
| 3Y | +70.7% | +114.9% | -44.2% | +28.1% |
| All | +32.2% | +86.8% | -54.6% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling