+22.1%
ETN vs AXP
+0.9%
+21.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.8% | +2.8% |
| 7D | +8.0% | +0.6% | +7.5% | +7.9% |
| 30D | -5.9% | -4.3% | -1.6% | -4.9% |
| 3M | +5.0% | +4.7% | +0.3% | +3.7% |
| 6M | +22.4% | +9.0% | +13.4% | +19.8% |
| YTD | +33.6% | -11.1% | +44.8% | +36.2% |
| 1Y | +22.1% | +1.3% | +20.8% | +24.5% |
| All | +22.1% | +0.9% | +21.2% | +24.5% |
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