+1.3%
AXP vs IEFA
+20.3%
-19.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | +0.6% | +1.2% | -0.6% | -0.2% |
| 30D | -4.3% | -0.6% | -3.8% | -4.0% |
| 3M | +4.7% | +6.2% | -1.5% | +0.8% |
| 6M | +9.0% | +11.2% | -2.2% | +1.8% |
| YTD | -11.1% | +14.2% | -25.3% | -19.9% |
| 1Y | +1.3% | +20.0% | -18.7% | -12.1% |
| All | +1.3% | +20.3% | -19.0% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling