+448.7%
AXP vs FLEX
+569.0%
-120.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -2.6% |
| 7D | +0.6% | -19.3% | +19.9% | +6.5% |
| 30D | +5.8% | -41.5% | +47.4% | +22.7% |
| 3M | -6.0% | -43.1% | +37.1% | +9.0% |
| 6M | +0.3% | -48.2% | +48.5% | +16.4% |
| YTD | -12.3% | +15.5% | -27.7% | -28.1% |
| 1Y | -11.2% | +10.2% | -21.5% | -26.4% |
| 3Y | +117.0% | +256.8% | -139.8% | +6.5% |
| 5Y | +93.2% | +408.2% | -315.0% | -20.1% |
| All | +448.7% | +569.0% | -120.3% | +74.9% |
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