+440.3%
AXP vs IEFA
+147.9%
+292.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | -2.7% |
| 7D | -1.1% | +1.1% | -2.2% | -2.5% |
| 30D | +5.2% | +1.2% | +4.0% | +3.6% |
| 3M | -4.6% | -3.4% | -1.2% | -0.7% |
| 6M | +3.2% | +2.0% | +1.2% | 0.0% |
| YTD | -11.3% | +11.0% | -22.3% | -23.6% |
| 1Y | -11.0% | +15.2% | -26.2% | -26.8% |
| 3Y | +120.2% | +68.4% | +51.8% | +9.2% |
| 5Y | +91.7% | +48.4% | +43.3% | +13.9% |
| 10Y | +440.3% | +146.4% | +294.0% | +85.4% |
| All | +440.3% | +147.9% | +292.4% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 10y: compounded portfolio wealth divided by compounded IEFA 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…
10y analysis · Full analysis span regression · 6 months rolling