-40.7%
AAL vs AXP
+96.1%
-136.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.8% | -3.1% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | -0.5% | +7.0% | -7.6% | -6.1% |
| 3M | -22.0% | -6.6% | -15.4% | -17.1% |
| 6M | +4.5% | +3.5% | +1.1% | +1.4% |
| YTD | -15.7% | -11.2% | -4.5% | -7.0% |
| 1Y | -3.7% | -10.2% | +6.5% | +5.0% |
| 3Y | +7.9% | +120.0% | -112.1% | -48.0% |
| 5Y | -40.7% | +95.6% | -136.3% | -66.9% |
| All | -40.7% | +96.1% | -136.9% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling