-27.8%
AAL vs AXP
+793.3%
-821.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +2.1% |
| 7D | -3.7% | -2.1% | -1.6% | -2.0% |
| 30D | -20.8% | -6.5% | -14.3% | -16.3% |
| 3M | -1.3% | +4.6% | -5.9% | -4.8% |
| 6M | +5.4% | +5.4% | 0.0% | +0.6% |
| YTD | -14.4% | -11.1% | -3.2% | -6.2% |
| 1Y | +2.1% | -0.3% | +2.4% | +1.3% |
| 3Y | -10.6% | +111.6% | -122.1% | -52.2% |
| 5Y | -32.2% | +117.6% | -149.8% | -64.8% |
| 10Y | -62.7% | +474.1% | -536.8% | -90.7% |
| All | -27.8% | +793.3% | -821.1% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling