+4.8%
AXP vs IRE
-90.1%
+94.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -23.2% | +25.4% | +2.3% |
| 7D | +4.6% | -46.8% | +51.4% | +5.1% |
| 30D | +9.7% | -75.5% | +85.2% | +10.9% |
| 3M | -3.8% | -79.4% | +75.6% | -2.9% |
| 6M | +4.8% | -91.3% | +96.1% | +4.8% |
| All | +4.8% | -90.1% | +94.9% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling