+425.5%
AXP vs AA
+44.6%
+380.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.9% |
| 7D | -0.6% | +1.2% | -1.9% | -1.1% |
| 30D | +5.0% | -5.0% | +10.0% | +6.2% |
| 3M | -4.2% | -22.2% | +18.0% | +1.8% |
| 6M | +2.9% | -36.3% | +39.3% | +13.9% |
| YTD | -11.6% | -24.2% | +12.6% | -8.8% |
| 1Y | -11.1% | +3.9% | -15.0% | -16.7% |
| 3Y | +116.7% | +67.6% | +49.2% | +63.9% |
| 5Y | +89.6% | -8.8% | +98.4% | +56.4% |
| All | +425.5% | +44.6% | +380.9% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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