+448.7%
AXP vs ICE
+261.5%
+187.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.6% |
| 7D | +0.6% | +2.0% | -1.4% | -0.7% |
| 30D | +5.8% | +12.9% | -7.1% | -2.3% |
| 3M | -6.0% | +15.4% | -21.4% | -14.7% |
| 6M | +0.3% | +13.1% | -12.8% | -8.3% |
| YTD | -12.3% | +7.5% | -19.7% | -17.9% |
| 1Y | -11.2% | +18.3% | -29.6% | -22.3% |
| 3Y | +117.0% | +65.9% | +51.1% | +47.8% |
| 5Y | +93.2% | +35.2% | +58.0% | +50.0% |
| All | +448.7% | +261.5% | +187.2% | +129.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling