+5.4%
AXP vs IRE
-45.0%
+50.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.0% | -15.1% | -1.4% |
| 7D | -2.1% | +54.8% | -56.9% | -2.9% |
| 30D | -6.5% | +18.4% | -24.9% | -7.1% |
| 3M | +4.6% | -66.7% | +71.4% | +5.7% |
| 6M | +5.4% | -52.3% | +57.7% | +2.5% |
| All | +5.4% | -45.0% | +50.4% | +2.5% |
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