+407.0%
AXP vs ICE
+259.6%
+147.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -0.1% | +3.6% | -3.7% | -2.4% |
| 30D | +4.4% | +15.1% | -10.6% | -4.8% |
| 3M | -6.4% | +15.4% | -21.8% | -15.0% |
| 6M | +4.2% | +16.1% | -12.0% | -6.4% |
| YTD | -12.4% | +11.4% | -23.7% | -19.9% |
| 1Y | -11.1% | +18.5% | -29.6% | -22.1% |
| 3Y | +114.9% | +70.5% | +44.3% | +43.6% |
| 5Y | +87.4% | +40.9% | +46.5% | +41.5% |
| All | +407.0% | +259.6% | +147.4% | +103.2% |
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 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