+613.4%
AXP vs IEFA
+217.0%
+396.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.3% |
| 7D | -2.1% | +0.6% | -2.7% | -2.7% |
| 30D | -6.5% | +1.0% | -7.6% | -7.6% |
| 3M | +4.6% | +4.7% | -0.1% | -0.8% |
| 6M | +5.4% | +8.6% | -3.2% | -4.6% |
| YTD | -11.1% | +14.8% | -26.0% | -24.7% |
| 1Y | -0.3% | +22.6% | -22.9% | -21.6% |
| 3Y | +111.6% | +67.0% | +44.6% | +16.4% |
| 5Y | +117.6% | +52.3% | +65.3% | +34.1% |
| 10Y | +474.1% | +147.3% | +326.8% | +119.2% |
| All | +613.4% | +217.0% | +396.3% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling