+407.0%
AXP vs FITB
+212.2%
+194.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.1% |
| 7D | -0.1% | +2.8% | -2.9% | -1.9% |
| 30D | +4.4% | +9.8% | -5.3% | -1.7% |
| 3M | -6.4% | -5.2% | -1.3% | -3.3% |
| 6M | +4.2% | +17.3% | -13.2% | -6.5% |
| YTD | -12.4% | +19.3% | -31.7% | -22.5% |
| 1Y | -11.1% | +32.7% | -43.8% | -26.6% |
| 3Y | +114.9% | +141.6% | -26.7% | +19.7% |
| 5Y | +87.4% | +48.9% | +38.6% | +37.8% |
| All | +407.0% | +212.2% | +194.8% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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