+8.4%
AXP vs AAOX
-92.4%
+100.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.9% | -7.9% | +1.0% |
| 7D | -1.1% | -35.9% | +34.7% | -1.1% |
| 30D | +5.2% | -81.6% | +86.8% | +5.5% |
| 3M | -4.6% | -90.3% | +85.8% | -4.3% |
| 6M | +3.2% | -95.7% | +98.9% | +3.0% |
| All | +8.4% | -92.4% | +100.7% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 1y: compounded portfolio wealth divided by compounded AAOX 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…
1y analysis · Full analysis span regression · 6 months rolling