+6,610.0%
AXP vs AA
+295.2%
+6,314.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.4% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -6.5% | +5.0% | -11.5% | -8.6% |
| 3M | +4.6% | -35.8% | +40.5% | +19.8% |
| 6M | +5.4% | -18.4% | +23.8% | +9.1% |
| YTD | -11.1% | -5.5% | -5.6% | -13.8% |
| 1Y | -0.3% | +61.0% | -61.3% | -21.5% |
| 3Y | +111.6% | +66.2% | +45.4% | +51.6% |
| 5Y | +117.6% | +11.4% | +106.2% | +59.8% |
| 10Y | +474.1% | +116.9% | +357.2% | +155.5% |
| All | +6,610.0% | +295.2% | +6,314.9% | +1,494.2% |
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