-67.1%
AAL vs AXP
+449.9%
-517.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.2% | +3.1% |
| 7D | +4.6% | +0.6% | +4.0% | +4.2% |
| 30D | +2.6% | +5.8% | -3.3% | -2.5% |
| 3M | -17.8% | -6.0% | -11.8% | -12.9% |
| 6M | +1.9% | +0.3% | +1.6% | +1.3% |
| YTD | -14.0% | -12.3% | -1.8% | -3.8% |
| 1Y | +0.2% | -11.2% | +11.5% | +10.8% |
| 3Y | +13.0% | +117.0% | -104.0% | -46.9% |
| 5Y | -39.6% | +93.2% | -132.8% | -68.7% |
| All | -67.1% | +449.9% | -517.1% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 10y: compounded portfolio wealth divided by compounded AXP 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…
10y analysis · Full analysis span regression · 6 months rolling