+95.6%
AXP vs FLEX
+389.8%
-294.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.6% | +11.3% | +0.9% |
| 7D | +0.4% | -28.3% | +28.7% | +7.9% |
| 30D | +7.0% | -45.0% | +52.1% | +22.1% |
| 3M | -6.6% | -45.2% | +38.7% | +6.0% |
| 6M | +3.5% | -30.8% | +34.3% | +3.6% |
| YTD | -11.2% | +10.4% | -21.6% | -27.0% |
| 1Y | -10.2% | +2.3% | -12.4% | -24.3% |
| 3Y | +120.0% | +238.9% | -118.8% | +1.9% |
| 5Y | +95.6% | +386.0% | -290.4% | -30.2% |
| All | +95.6% | +389.8% | -294.2% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling