+16,587.2%
ETN vs AXP
+6,571.9%
+10,015.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.7% | +5.0% |
| 7D | -7.6% | +0.6% | -8.2% | -8.0% |
| 30D | -20.8% | +5.8% | -26.6% | -22.6% |
| 3M | -23.6% | -6.0% | -17.6% | -21.9% |
| 6M | -18.5% | +0.3% | -18.8% | -19.0% |
| YTD | +8.2% | -12.3% | +20.4% | +12.5% |
| 1Y | -8.7% | -11.2% | +2.5% | -5.5% |
| 3Y | +63.3% | +117.0% | -53.8% | +18.9% |
| 5Y | +115.6% | +93.2% | +22.4% | +61.4% |
| 10Y | +586.7% | +461.2% | +125.5% | +243.2% |
| All | +16,587.2% | +6,571.9% | +10,015.3% | +4,268.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling