+724.1%
EEM vs AXP
+1,377.3%
-653.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.8% |
| 7D | -2.8% | +0.6% | -3.4% | -3.1% |
| 30D | -11.9% | +5.8% | -17.8% | -14.4% |
| 3M | -8.8% | -6.0% | -2.7% | -6.4% |
| 6M | -11.6% | +0.3% | -11.9% | -12.4% |
| YTD | +9.0% | -12.3% | +21.3% | +14.2% |
| 1Y | +10.6% | -11.2% | +21.8% | +15.0% |
| 3Y | +64.4% | +117.0% | -52.7% | +7.1% |
| 5Y | +31.0% | +93.2% | -62.1% | -13.2% |
| 10Y | +105.6% | +461.2% | -355.6% | -30.6% |
| All | +724.1% | +1,377.3% | -653.1% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling