+786.5%
AXP vs ICE
+2,331.7%
-1,545.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.2% |
| 7D | -2.1% | -0.7% | -1.5% | -1.9% |
| 30D | -6.5% | +7.6% | -14.2% | -9.6% |
| 3M | +4.6% | +13.9% | -9.3% | -1.7% |
| 6M | +5.4% | -2.4% | +7.8% | +5.8% |
| YTD | -11.1% | +0.3% | -11.4% | -12.2% |
| 1Y | -0.3% | -6.4% | +6.1% | +1.5% |
| 3Y | +111.6% | +43.1% | +68.5% | +78.0% |
| 5Y | +117.6% | +42.1% | +75.5% | +82.0% |
| 10Y | +474.1% | +220.9% | +253.2% | +244.2% |
| All | +786.5% | +2,331.7% | -1,545.2% | +178.8% |
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 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