+440.3%
AXP vs ICE
+258.3%
+182.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.4% |
| 7D | -1.1% | +1.0% | -2.1% | -1.7% |
| 30D | +5.2% | +11.4% | -6.2% | -2.0% |
| 3M | -4.6% | +16.2% | -20.7% | -13.7% |
| 6M | +3.2% | +12.5% | -9.3% | -5.3% |
| YTD | -11.3% | +8.6% | -19.9% | -17.6% |
| 1Y | -11.0% | +18.4% | -29.4% | -22.0% |
| 3Y | +120.2% | +66.4% | +53.7% | +49.7% |
| 5Y | +91.7% | +37.2% | +54.5% | +47.4% |
| 10Y | +440.3% | +244.8% | +195.5% | +127.7% |
| All | +440.3% | +258.3% | +182.1% | +127.7% |
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