+10.9%
AAL vs AXP
+120.3%
-109.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.8% | -3.2% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | -0.5% | +7.0% | -7.6% | -5.9% |
| 3M | -22.0% | -6.6% | -15.4% | -17.3% |
| 6M | +4.5% | +3.5% | +1.1% | +1.5% |
| YTD | -15.7% | -11.2% | -4.5% | -7.3% |
| 1Y | -3.7% | -10.2% | +6.5% | +4.7% |
| All | +10.9% | +120.3% | -109.4% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling