+786.0%
AXP vs ICE
+2,532.6%
-1,746.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +0.4% | +6.7% | -6.3% | -2.5% |
| 30D | +7.0% | +13.4% | -6.3% | +1.2% |
| 3M | -6.6% | +16.5% | -23.1% | -12.9% |
| 6M | +3.5% | +12.8% | -9.4% | -2.6% |
| YTD | -11.2% | +8.5% | -19.7% | -15.4% |
| 1Y | -10.2% | +20.6% | -30.8% | -18.3% |
| 3Y | +120.0% | +67.4% | +52.7% | +72.6% |
| 5Y | +95.6% | +36.6% | +59.0% | +66.3% |
| 10Y | +468.1% | +270.4% | +197.7% | +220.3% |
| All | +786.0% | +2,532.6% | -1,746.6% | +168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling