+2,024.3%
AXP vs FE
+567.2%
+1,457.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +4.6% | +1.7% | +2.9% | +3.8% |
| 30D | +9.7% | +8.1% | +1.6% | +5.9% |
| 3M | -3.8% | -1.3% | -2.5% | -3.3% |
| 6M | +4.8% | +2.9% | +1.9% | +3.0% |
| YTD | -9.1% | +8.6% | -17.6% | -13.3% |
| 1Y | -6.7% | +6.3% | -13.0% | -10.3% |
| 3Y | +125.2% | +45.1% | +80.1% | +83.4% |
| 5Y | +105.0% | +47.1% | +57.8% | +63.4% |
| 10Y | +481.5% | +110.6% | +370.8% | +269.0% |
| All | +2,024.3% | +567.2% | +1,457.1% | +680.6% |
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 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