+58.6%
EWY vs AXP
-11.2%
+69.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | -2.8% | -2.9% | 0.0% | -1.9% |
| 30D | -13.1% | +3.7% | -16.8% | -13.9% |
| 3M | -11.6% | -4.9% | -6.7% | -10.1% |
| 6M | -23.4% | +4.1% | -27.4% | -24.5% |
| YTD | +52.0% | -11.7% | +63.7% | +52.2% |
| 1Y | +58.6% | -11.7% | +70.3% | +58.4% |
| All | +58.6% | -11.2% | +69.8% | +58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling