+465.4%
AXP vs ICE
+223.5%
+242.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | +0.2% |
| 7D | -2.1% | -0.7% | -1.5% | -1.8% |
| 30D | -6.5% | +7.6% | -14.2% | -11.0% |
| 3M | +4.6% | +13.9% | -9.3% | -4.6% |
| 6M | +5.4% | -2.4% | +7.8% | +6.0% |
| YTD | -11.1% | +0.3% | -11.4% | -12.8% |
| 1Y | -0.3% | -6.4% | +6.1% | +2.2% |
| 3Y | +111.6% | +43.1% | +68.5% | +59.8% |
| 5Y | +117.6% | +42.1% | +75.5% | +61.4% |
| All | +465.4% | +223.5% | +242.0% | +163.3% |
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