+1,236.8%
EWY vs AXP
+981.9%
+254.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.1% |
| 7D | +4.8% | -2.1% | +6.9% | +5.9% |
| 30D | +11.7% | -6.5% | +18.2% | +15.1% |
| 3M | -7.4% | +4.6% | -12.0% | -9.6% |
| 6M | +40.6% | +5.4% | +35.1% | +36.7% |
| YTD | +94.3% | -11.1% | +105.4% | +103.3% |
| 1Y | +164.3% | -0.3% | +164.6% | +160.4% |
| 3Y | +221.0% | +111.6% | +109.4% | +114.8% |
| 5Y | +139.1% | +117.6% | +21.5% | +52.3% |
| 10Y | +298.8% | +474.1% | -175.3% | +43.7% |
| All | +1,236.8% | +981.9% | +254.9% | +156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling