-11.1%
AXP vs ICE
+17.9%
-29.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.1% | +3.6% | -3.7% | -1.2% |
| 30D | +4.4% | +15.1% | -10.6% | +0.2% |
| 3M | -6.4% | +15.4% | -21.8% | -10.3% |
| 6M | +4.2% | +16.1% | -12.0% | -0.3% |
| YTD | -12.4% | +11.4% | -23.7% | -16.2% |
| 1Y | -11.1% | +18.5% | -29.6% | -20.9% |
| All | -11.1% | +17.9% | -29.0% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling