-1.7%
ETN vs AXP
-13.3%
+11.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | 0.0% |
| 7D | +10.1% | -2.1% | +12.3% | +10.7% |
| 30D | -15.9% | +2.7% | -18.6% | -16.6% |
| 3M | -21.7% | -7.3% | -14.4% | -20.1% |
| 6M | -10.1% | +1.8% | -11.9% | -10.9% |
| YTD | +14.0% | -13.1% | +27.1% | +18.1% |
| 1Y | -1.7% | -13.7% | +12.0% | +2.5% |
| All | -1.7% | -13.3% | +11.6% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling