+555.7%
ETN vs AXP
+414.5%
+141.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | +0.4% |
| 7D | +10.1% | -2.1% | +12.3% | +11.4% |
| 30D | -15.9% | +2.7% | -18.6% | -17.3% |
| 3M | -21.7% | -7.3% | -14.4% | -18.7% |
| 6M | -10.1% | +1.8% | -11.9% | -11.8% |
| YTD | +14.0% | -13.1% | +27.1% | +21.1% |
| 1Y | -1.7% | -13.7% | +12.0% | +4.8% |
| 3Y | +67.9% | +113.1% | -45.2% | +4.0% |
| 5Y | +125.5% | +85.9% | +39.6% | +46.1% |
| All | +555.7% | +414.5% | +141.2% | +128.2% |
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