+235.5%
EWY vs AXP
+414.5%
-179.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.0% |
| 7D | +10.4% | -2.1% | +12.6% | +11.4% |
| 30D | -12.7% | +2.7% | -15.4% | -13.6% |
| 3M | -17.3% | -7.3% | -10.1% | -15.0% |
| 6M | -18.6% | +1.8% | -20.3% | -19.5% |
| YTD | +49.5% | -13.1% | +62.6% | +56.7% |
| 1Y | +55.0% | -13.7% | +68.7% | +62.6% |
| 3Y | +159.0% | +113.1% | +45.9% | +81.7% |
| 5Y | +102.5% | +85.9% | +16.6% | +46.6% |
| All | +235.5% | +414.5% | -179.0% | +53.6% |
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 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