+216.5%
EWY vs AXP
+435.0%
-218.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | -10.2% | -0.6% | -9.6% | -9.9% |
| 30D | -21.5% | +5.0% | -26.4% | -23.0% |
| 3M | -14.7% | -4.2% | -10.4% | -13.4% |
| 6M | -26.8% | +2.9% | -29.8% | -28.1% |
| YTD | +43.2% | -11.6% | +54.7% | +49.0% |
| 1Y | +48.7% | -11.1% | +59.8% | +54.2% |
| 3Y | +147.9% | +116.7% | +31.2% | +72.9% |
| 5Y | +98.8% | +89.6% | +9.2% | +42.9% |
| 10Y | +216.5% | +428.4% | -211.9% | +46.5% |
| All | +216.5% | +435.0% | -218.5% | +46.5% |
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