-22.2%
AAL vs AXP
+790.9%
-813.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.4% | +6.6% |
| 7D | +8.3% | -1.1% | +9.4% | +9.4% |
| 30D | +11.0% | +5.2% | +5.7% | +6.7% |
| 3M | -11.2% | -4.6% | -6.6% | -7.6% |
| 6M | +6.1% | +3.2% | +2.8% | +3.3% |
| YTD | -7.6% | -11.3% | +3.7% | +1.5% |
| 1Y | +3.7% | -11.0% | +14.7% | +13.5% |
| 3Y | +20.5% | +120.2% | -99.7% | -37.6% |
| 5Y | -36.4% | +91.7% | -128.1% | -63.1% |
| 10Y | -65.4% | +440.3% | -505.8% | -90.9% |
| All | -22.2% | +790.9% | -813.1% | -87.4% |
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 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