+1,976.8%
AXP vs FE
+561.4%
+1,415.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -2.1% | +1.9% | -4.1% | -3.0% |
| 30D | -6.5% | -1.2% | -5.4% | -6.1% |
| 3M | +4.6% | +3.5% | +1.2% | +2.7% |
| 6M | +5.4% | -6.1% | +11.5% | +7.8% |
| YTD | -11.1% | +7.6% | -18.7% | -14.8% |
| 1Y | -0.3% | +11.9% | -12.2% | -6.4% |
| 3Y | +111.6% | +48.4% | +63.1% | +70.2% |
| 5Y | +117.6% | +44.8% | +72.8% | +74.7% |
| 10Y | +474.1% | +115.9% | +358.2% | +259.0% |
| All | +1,976.8% | +561.4% | +1,415.4% | +666.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling