+469.1%
AXP vs FLEX
+995.9%
-526.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.6% |
| 7D | -2.1% | -0.9% | -1.2% | -1.8% |
| 30D | -6.5% | -10.1% | +3.6% | -3.7% |
| 3M | +4.6% | -31.3% | +36.0% | +15.5% |
| 6M | +5.4% | +71.3% | -65.8% | -20.4% |
| YTD | -11.1% | +81.2% | -92.4% | -35.1% |
| 1Y | -0.3% | +98.5% | -98.8% | -30.8% |
| 3Y | +111.6% | +428.2% | -316.7% | -5.4% |
| 5Y | +117.6% | +657.3% | -539.7% | -18.0% |
| All | +469.1% | +995.9% | -526.8% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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