+102.8%
AAOI vs AXP
+418.6%
-315.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -6.1% |
| 7D | -0.5% | -0.1% | -0.4% | -0.4% |
| 30D | -42.1% | +4.4% | -46.6% | -43.7% |
| 3M | -61.6% | -6.4% | -55.2% | -60.3% |
| 6M | -77.6% | +4.2% | -81.8% | -78.4% |
| YTD | +43.1% | -12.4% | +55.5% | +48.9% |
| 1Y | +138.6% | -11.1% | +149.7% | +147.0% |
| 3Y | +353.5% | +114.9% | +238.7% | +209.8% |
| 5Y | +720.6% | +87.4% | +633.1% | +489.0% |
| All | +102.8% | +418.6% | -315.8% | -1.9% |
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 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