+171.8%
ETN vs AXP
+117.7%
+54.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +4.0% |
| 7D | +2.0% | -2.1% | +4.1% | +3.1% |
| 30D | -7.9% | -6.5% | -1.4% | -4.9% |
| 3M | -1.6% | +4.6% | -6.3% | -4.1% |
| 6M | +16.9% | +5.4% | +11.5% | +13.1% |
| YTD | +30.1% | -11.1% | +41.2% | +36.3% |
| 1Y | +19.3% | -0.3% | +19.6% | +17.2% |
| 3Y | +82.5% | +111.6% | -29.1% | +24.6% |
| All | +171.8% | +117.7% | +54.1% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling