+6,606.2%
AXP vs AA
+204.6%
+6,401.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | -0.5% |
| 7D | +0.4% | -3.7% | +4.1% | +1.7% |
| 30D | +7.0% | -10.8% | +17.8% | +11.1% |
| 3M | -6.6% | -19.1% | +12.5% | -0.5% |
| 6M | +3.5% | -38.7% | +42.2% | +18.9% |
| YTD | -11.2% | -27.1% | +16.0% | -6.2% |
| 1Y | -10.2% | +8.3% | -18.5% | -18.1% |
| 3Y | +120.0% | +49.6% | +70.5% | +64.0% |
| 5Y | +95.6% | -15.5% | +111.1% | +59.7% |
| 10Y | +468.1% | +60.9% | +407.3% | +181.4% |
| All | +6,606.2% | +204.6% | +6,401.6% | +1,635.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling