+89.6%
AXP vs AA
-15.4%
+105.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.8% |
| 7D | +0.6% | +0.9% | -0.3% | +0.4% |
| 30D | +5.8% | -6.7% | +12.5% | +7.2% |
| 3M | -6.0% | -16.3% | +10.3% | -3.0% |
| 6M | +0.3% | -37.1% | +37.4% | +8.7% |
| YTD | -12.3% | -25.0% | +12.8% | -10.1% |
| 1Y | -11.2% | +8.6% | -19.8% | -17.0% |
| 3Y | +117.0% | +57.2% | +59.8% | +75.0% |
| All | +89.6% | -15.4% | +105.0% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling