-5.3%
AXP vs IRE
-97.0%
+91.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -23.2% | +25.4% | +2.4% |
| 7D | +4.6% | -46.8% | +51.4% | +5.3% |
| 30D | +9.7% | -75.5% | +85.2% | +11.4% |
| 3M | -3.8% | -79.4% | +75.6% | -2.3% |
| 6M | +4.8% | -91.3% | +96.1% | +6.4% |
| YTD | -9.1% | -90.8% | +81.7% | -9.4% |
| 1Y | -6.7% | -97.7% | +91.0% | -4.6% |
| All | -5.3% | -97.0% | +91.7% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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