+219.4%
EWY vs AXP
+453.0%
-233.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.3% |
| 7D | -6.3% | -1.1% | -5.2% | -5.8% |
| 30D | -19.8% | +5.2% | -25.1% | -21.5% |
| 3M | -14.4% | -4.6% | -9.9% | -13.0% |
| 6M | -25.3% | +3.2% | -28.5% | -26.6% |
| YTD | +46.2% | -11.3% | +57.5% | +51.9% |
| 1Y | +58.3% | -11.0% | +69.3% | +64.0% |
| 3Y | +155.0% | +120.2% | +34.8% | +76.7% |
| 5Y | +99.5% | +91.7% | +7.7% | +42.7% |
| 10Y | +219.4% | +440.3% | -220.9% | +50.1% |
| All | +219.4% | +453.0% | -233.6% | +50.1% |
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