+117.0%
AXP vs AA
+52.9%
+64.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.7% |
| 7D | +0.6% | +0.9% | -0.3% | +0.4% |
| 30D | +5.8% | -6.7% | +12.5% | +7.0% |
| 3M | -6.0% | -16.3% | +10.3% | -3.5% |
| 6M | +0.3% | -37.1% | +37.4% | +7.4% |
| YTD | -12.3% | -25.0% | +12.8% | -10.9% |
| 1Y | -11.2% | +8.6% | -19.8% | -17.7% |
| 3Y | +117.0% | +57.2% | +59.8% | +76.3% |
| All | +117.0% | +52.9% | +64.1% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling