+111.1%
AXP vs AA
+67.9%
+43.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | -6.5% | +5.0% | -11.5% | -7.6% |
| 3M | +4.6% | -35.8% | +40.5% | +12.7% |
| 6M | +5.4% | -18.4% | +23.8% | +7.3% |
| YTD | -11.1% | -5.5% | -5.6% | -13.1% |
| 1Y | -0.3% | +61.0% | -61.3% | -14.9% |
| All | +111.1% | +67.9% | +43.1% | +67.4% |
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