+407.0%
AXP vs FLUT
-26.8%
+433.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -0.1% | -0.7% | +0.6% | 0.0% |
| 30D | +4.4% | +9.3% | -4.8% | +2.9% |
| 3M | -6.4% | -17.5% | +11.1% | -4.0% |
| 6M | +4.2% | -14.6% | +18.8% | +5.6% |
| YTD | -12.4% | -62.3% | +49.9% | +0.6% |
| 1Y | -11.1% | -59.6% | +48.5% | +1.0% |
| 3Y | +114.9% | -45.3% | +160.2% | +134.2% |
| 5Y | +87.4% | -50.4% | +137.8% | +99.2% |
| All | +407.0% | -26.8% | +433.8% | +440.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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