+208.0%
EWY vs AXP
+447.4%
-239.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.6% |
| 7D | -10.4% | +0.6% | -11.0% | -10.6% |
| 30D | -25.4% | +5.8% | -31.2% | -27.1% |
| 3M | -16.5% | -6.0% | -10.5% | -14.6% |
| 6M | -24.7% | +0.3% | -25.0% | -25.2% |
| YTD | +40.9% | -12.3% | +53.2% | +47.1% |
| 1Y | +49.8% | -11.2% | +61.1% | +55.3% |
| 3Y | +134.8% | +117.0% | +17.8% | +63.6% |
| 5Y | +91.4% | +93.2% | -1.7% | +36.5% |
| All | +208.0% | +447.4% | -239.4% | +45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling