+120.2%
AXP vs ICE
+64.7%
+55.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | -1.1% | +1.0% | -2.1% | -1.5% |
| 30D | +5.2% | +11.4% | -6.2% | +0.5% |
| 3M | -4.6% | +16.2% | -20.7% | -10.7% |
| 6M | +3.2% | +12.5% | -9.3% | -2.0% |
| YTD | -11.3% | +8.6% | -19.9% | -15.1% |
| 1Y | -11.0% | +18.4% | -29.4% | -18.7% |
| 3Y | +120.2% | +66.4% | +53.7% | +75.1% |
| All | +120.2% | +64.7% | +55.4% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling