-63.1%
AAL vs AXP
+474.4%
-537.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +2.2% |
| 7D | -3.7% | -2.1% | -1.6% | -1.8% |
| 30D | -20.8% | -6.5% | -14.3% | -15.7% |
| 3M | -1.3% | +4.6% | -5.9% | -5.3% |
| 6M | +5.4% | +5.4% | 0.0% | -0.1% |
| YTD | -14.4% | -11.1% | -3.2% | -5.4% |
| 1Y | +2.1% | -0.3% | +2.4% | +0.8% |
| 3Y | -10.6% | +111.6% | -122.1% | -56.7% |
| 5Y | -32.2% | +117.6% | -149.8% | -68.6% |
| All | -63.1% | +474.4% | -537.5% | -90.7% |
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