+604.2%
AXP vs IEFA
+197.3%
+406.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.4% |
| 7D | +0.6% | -1.6% | +2.2% | +2.3% |
| 30D | +5.8% | -1.5% | +7.3% | +7.5% |
| 3M | -6.0% | -5.2% | -0.8% | -0.5% |
| 6M | +0.3% | -1.6% | +1.9% | +1.6% |
| YTD | -12.3% | +7.7% | -20.0% | -20.3% |
| 1Y | -11.2% | +12.2% | -23.5% | -23.0% |
| 3Y | +117.0% | +62.1% | +55.0% | +23.0% |
| 5Y | +93.2% | +43.7% | +49.5% | +26.7% |
| 10Y | +461.2% | +142.7% | +318.5% | +122.3% |
| All | +604.2% | +197.3% | +406.9% | +131.9% |
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