+464.9%
AXP vs IEFA
+143.7%
+321.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.7% |
| 7D | +0.6% | +1.2% | -0.6% | -0.8% |
| 30D | -4.3% | -0.6% | -3.8% | -3.7% |
| 3M | +4.7% | +6.2% | -1.5% | -3.1% |
| 6M | +9.0% | +11.2% | -2.2% | -5.5% |
| YTD | -11.1% | +14.2% | -25.3% | -25.8% |
| 1Y | +1.3% | +20.0% | -18.7% | -20.7% |
| 3Y | +114.5% | +68.8% | +45.7% | +6.8% |
| 5Y | +118.0% | +52.7% | +65.4% | +25.5% |
| 10Y | +464.9% | +144.2% | +320.7% | +84.2% |
| All | +464.9% | +143.7% | +321.3% | +84.2% |
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