+89.5%
AXP vs ICE
+43.9%
+45.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.3% |
| 7D | -2.9% | +3.2% | -6.1% | -4.4% |
| 30D | +3.7% | +14.7% | -11.0% | -3.2% |
| 3M | -4.9% | +19.8% | -24.7% | -13.3% |
| 6M | +4.1% | +15.2% | -11.2% | -3.5% |
| YTD | -11.7% | +12.7% | -24.3% | -17.8% |
| 1Y | -11.7% | +20.4% | -32.1% | -20.8% |
| 3Y | +116.5% | +70.8% | +45.7% | +58.1% |
| 5Y | +89.5% | +43.9% | +45.6% | +51.6% |
| All | +89.5% | +43.9% | +45.6% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling