+117.0%
AXP vs ICE
+65.6%
+51.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | +0.6% | +2.0% | -1.4% | -0.2% |
| 30D | +5.8% | +12.9% | -7.1% | +0.5% |
| 3M | -6.0% | +15.4% | -21.4% | -11.8% |
| 6M | +0.3% | +13.1% | -12.8% | -5.1% |
| YTD | -12.3% | +7.5% | -19.7% | -15.6% |
| 1Y | -11.2% | +18.3% | -29.6% | -19.0% |
| 3Y | +117.0% | +65.9% | +51.1% | +73.8% |
| All | +117.0% | +65.6% | +51.4% | +73.8% |
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