+117.0%
AXP vs IEFA
+61.4%
+55.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.6% |
| 7D | +0.6% | -1.6% | +2.2% | +2.0% |
| 30D | +5.8% | -1.5% | +7.3% | +7.2% |
| 3M | -6.0% | -5.2% | -0.8% | -1.7% |
| 6M | +0.3% | -1.6% | +1.9% | +1.4% |
| YTD | -12.3% | +7.7% | -20.0% | -19.0% |
| 1Y | -11.2% | +12.2% | -23.5% | -21.3% |
| 3Y | +117.0% | +62.1% | +55.0% | +36.6% |
| All | +117.0% | +61.4% | +55.6% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling