+448.7%
AXP vs FE
+105.3%
+343.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +0.6% | -1.0% | +1.6% | +1.0% |
| 30D | +5.8% | +4.1% | +1.7% | +4.2% |
| 3M | -6.0% | -1.0% | -5.0% | -5.7% |
| 6M | +0.3% | +4.0% | -3.7% | -1.5% |
| YTD | -12.3% | +6.8% | -19.1% | -15.2% |
| 1Y | -11.2% | +5.3% | -16.5% | -13.8% |
| 3Y | +117.0% | +44.6% | +72.5% | +81.9% |
| 5Y | +93.2% | +44.2% | +49.0% | +60.1% |
| All | +448.7% | +105.3% | +343.4% | +342.6% |
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