+403.0%
AXP vs FLEX
+637.8%
-234.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | -2.1% | +17.1% | -19.2% | -7.0% |
| 30D | +2.7% | -29.5% | +32.2% | +12.2% |
| 3M | -7.3% | -37.3% | +30.0% | +4.2% |
| 6M | +1.8% | -44.1% | +45.9% | +15.5% |
| YTD | -13.1% | +29.3% | -42.4% | -31.4% |
| 1Y | -13.7% | +24.2% | -37.9% | -31.2% |
| 3Y | +113.1% | +297.3% | -184.2% | +1.0% |
| 5Y | +85.9% | +446.2% | -360.2% | -24.7% |
| All | +403.0% | +637.8% | -234.8% | +52.4% |
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