+119.7%
AXP vs ICE
+67.2%
+52.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +0.4% | +6.7% | -6.3% | -2.3% |
| 30D | +7.0% | +13.4% | -6.3% | +1.4% |
| 3M | -6.6% | +16.5% | -23.1% | -12.7% |
| 6M | +3.5% | +12.8% | -9.4% | -2.0% |
| YTD | -11.2% | +8.5% | -19.7% | -14.9% |
| 1Y | -10.2% | +20.6% | -30.8% | -18.8% |
| All | +119.7% | +67.2% | +52.5% | +75.2% |
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 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