+424.9%
AXP vs FLEX
+658.8%
-233.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -1.3% |
| 7D | -2.9% | +2.2% | -5.1% | -4.1% |
| 30D | +3.7% | -32.6% | +36.4% | +14.9% |
| 3M | -4.9% | -35.5% | +30.6% | +5.9% |
| 6M | +4.1% | -45.6% | +49.6% | +19.2% |
| YTD | -11.7% | +30.7% | -42.4% | -30.5% |
| 1Y | -11.7% | +28.4% | -40.1% | -30.5% |
| 3Y | +116.5% | +301.7% | -185.2% | +2.2% |
| 5Y | +89.5% | +473.3% | -383.8% | -24.6% |
| 10Y | +424.9% | +651.7% | -226.8% | +59.2% |
| All | +424.9% | +658.8% | -233.9% | +59.2% |
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