+428.4%
AXP vs FLEX
+569.1%
-140.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.5% |
| 7D | -0.6% | -13.6% | +13.0% | +2.9% |
| 30D | +5.0% | -36.5% | +41.5% | +18.4% |
| 3M | -4.2% | -36.4% | +32.2% | +7.1% |
| 6M | +2.9% | -46.5% | +49.4% | +18.4% |
| YTD | -11.6% | +25.9% | -37.5% | -29.6% |
| 1Y | -11.1% | +19.6% | -30.6% | -28.2% |
| 3Y | +116.7% | +287.0% | -170.3% | +3.5% |
| 5Y | +89.6% | +466.6% | -377.0% | -24.5% |
| 10Y | +428.4% | +626.9% | -198.5% | +62.4% |
| All | +428.4% | +569.1% | -140.7% | +62.4% |
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