+142.6%
EWY vs AXP
+118.2%
+24.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.0% |
| 7D | +4.8% | -2.1% | +6.9% | +5.6% |
| 30D | +11.7% | -6.5% | +18.2% | +14.4% |
| 3M | -7.4% | +4.6% | -12.0% | -9.1% |
| 6M | +40.6% | +5.4% | +35.1% | +37.6% |
| YTD | +94.3% | -11.1% | +105.4% | +101.1% |
| 1Y | +164.3% | -0.3% | +164.6% | +160.9% |
| 3Y | +221.0% | +111.6% | +109.4% | +130.4% |
| All | +142.6% | +118.2% | +24.5% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling