+929.0%
EWY vs AXP
+958.3%
-29.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -0.9% |
| 7D | +10.4% | -2.1% | +12.6% | +11.5% |
| 30D | -12.7% | +2.7% | -15.4% | -13.8% |
| 3M | -17.3% | -7.3% | -10.1% | -14.6% |
| 6M | -18.6% | +1.8% | -20.3% | -19.7% |
| YTD | +49.5% | -13.1% | +62.6% | +57.8% |
| 1Y | +55.0% | -13.7% | +68.7% | +63.8% |
| 3Y | +159.0% | +113.1% | +45.9% | +72.5% |
| 5Y | +102.5% | +85.9% | +16.6% | +39.5% |
| 10Y | +232.2% | +416.7% | -184.5% | +26.5% |
| All | +929.0% | +958.3% | -29.3% | +99.3% |
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 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