-11.1%
AXP vs AA
+4.5%
-15.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | 0.0% |
| 7D | -0.6% | +1.2% | -1.9% | -0.7% |
| 30D | +5.0% | -5.0% | +10.0% | +5.2% |
| 3M | -4.2% | -22.2% | +18.0% | -2.9% |
| 6M | +2.9% | -36.3% | +39.3% | +4.9% |
| YTD | -11.6% | -24.2% | +12.6% | -14.6% |
| 1Y | -11.1% | +3.9% | -15.0% | -21.3% |
| All | -11.1% | +4.5% | -15.6% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling