+89.6%
AXP vs FE
+42.2%
+47.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | +0.6% | -1.0% | +1.6% | +0.9% |
| 30D | +5.8% | +4.1% | +1.7% | +4.8% |
| 3M | -6.0% | -1.0% | -5.0% | -5.8% |
| 6M | +0.3% | +4.0% | -3.7% | -0.9% |
| YTD | -12.3% | +6.8% | -19.1% | -14.5% |
| 1Y | -11.2% | +5.3% | -16.5% | -13.2% |
| 3Y | +117.0% | +44.6% | +72.5% | +86.9% |
| All | +89.6% | +42.2% | +47.4% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling