+19,963.1%
ETN vs AXP
+6,658.5%
+13,304.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.9% |
| 7D | +2.0% | -2.1% | +4.1% | +2.8% |
| 30D | -7.9% | -6.5% | -1.4% | -5.5% |
| 3M | -1.6% | +4.6% | -6.3% | -3.5% |
| 6M | +16.9% | +5.4% | +11.5% | +14.0% |
| YTD | +30.1% | -11.1% | +41.2% | +35.0% |
| 1Y | +19.3% | -0.3% | +19.6% | +18.0% |
| 3Y | +82.5% | +111.6% | -29.1% | +34.5% |
| 5Y | +166.8% | +117.6% | +49.3% | +90.9% |
| 10Y | +649.7% | +474.1% | +175.6% | +272.0% |
| All | +19,963.1% | +6,658.5% | +13,304.6% | +5,140.8% |
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