+469.1%
AXP vs FE
+115.1%
+354.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.1% | +1.9% | -4.1% | -2.8% |
| 30D | -6.5% | -1.2% | -5.4% | -6.2% |
| 3M | +4.6% | +3.5% | +1.2% | +3.1% |
| 6M | +5.4% | -6.1% | +11.5% | +7.4% |
| YTD | -11.1% | +7.6% | -18.7% | -14.2% |
| 1Y | -0.3% | +11.9% | -12.2% | -5.4% |
| 3Y | +111.6% | +48.4% | +63.1% | +75.6% |
| 5Y | +117.6% | +44.8% | +72.8% | +80.3% |
| All | +469.1% | +115.1% | +354.0% | +360.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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