-6.7%
AXP vs ICE
+21.0%
-27.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.2% | +1.5% |
| 7D | +4.6% | +12.2% | -7.5% | +1.2% |
| 30D | +9.7% | +15.0% | -5.2% | +5.3% |
| 3M | -3.8% | +17.6% | -21.4% | -8.4% |
| 6M | +4.8% | +12.6% | -7.8% | +1.2% |
| YTD | -9.1% | +9.1% | -18.2% | -12.5% |
| 1Y | -6.7% | +20.6% | -27.3% | -18.2% |
| All | -6.7% | +21.0% | -27.7% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling