+119.7%
AXP vs FE
+44.7%
+75.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +0.4% | +0.6% | -0.2% | +0.4% |
| 30D | +7.0% | +6.4% | +0.6% | +6.7% |
| 3M | -6.6% | -0.5% | -6.1% | -6.6% |
| 6M | +3.5% | +4.7% | -1.3% | +3.1% |
| YTD | -11.2% | +8.4% | -19.5% | -12.2% |
| 1Y | -10.2% | +7.2% | -17.4% | -11.1% |
| All | +119.7% | +44.7% | +75.0% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling