+424.9%
AXP vs ICE
+258.7%
+166.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.6% |
| 7D | -2.9% | +3.2% | -6.1% | -4.8% |
| 30D | +3.7% | +14.7% | -11.0% | -5.2% |
| 3M | -4.9% | +19.8% | -24.7% | -15.7% |
| 6M | +4.1% | +15.2% | -11.2% | -5.9% |
| YTD | -11.7% | +12.7% | -24.3% | -19.9% |
| 1Y | -11.7% | +20.4% | -32.1% | -23.5% |
| 3Y | +116.5% | +70.8% | +45.7% | +44.8% |
| 5Y | +89.5% | +43.9% | +45.6% | +41.0% |
| 10Y | +424.9% | +264.8% | +160.1% | +113.5% |
| All | +424.9% | +258.7% | +166.2% | +113.5% |
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