+687.3%
ETN vs AXP
+465.7%
+221.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.8% | +2.8% |
| 7D | +8.0% | +0.6% | +7.5% | +7.6% |
| 30D | -5.9% | -4.3% | -1.6% | -3.6% |
| 3M | +5.0% | +4.7% | +0.3% | +1.9% |
| 6M | +22.4% | +9.0% | +13.4% | +15.6% |
| YTD | +33.6% | -11.1% | +44.8% | +40.8% |
| 1Y | +22.1% | +1.3% | +20.8% | +18.5% |
| 3Y | +85.6% | +114.5% | -28.9% | +15.3% |
| 5Y | +179.2% | +118.0% | +61.2% | +64.3% |
| 10Y | +687.3% | +464.9% | +222.4% | +174.0% |
| All | +687.3% | +465.7% | +221.6% | +174.0% |
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