+561.5%
ETN vs AXP
+453.0%
+108.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.6% |
| 7D | -1.8% | -1.1% | -0.7% | -1.3% |
| 30D | -16.4% | +5.2% | -21.6% | -18.9% |
| 3M | -19.9% | -4.6% | -15.3% | -18.2% |
| 6M | -10.3% | +3.2% | -13.5% | -12.8% |
| YTD | +13.8% | -11.3% | +25.1% | +19.5% |
| 1Y | -3.1% | -11.0% | +7.9% | +1.6% |
| 3Y | +70.1% | +120.2% | -50.0% | +3.5% |
| 5Y | +122.3% | +91.7% | +30.6% | +41.5% |
| 10Y | +561.5% | +440.3% | +121.1% | +120.2% |
| All | +561.5% | +453.0% | +108.4% | +120.2% |
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