+428.4%
AXP vs AEE
+211.4%
+217.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -0.6% | +3.0% | -3.6% | -1.9% |
| 30D | +5.0% | +11.2% | -6.3% | +0.1% |
| 3M | -4.2% | +7.0% | -11.2% | -7.2% |
| 6M | +2.9% | +5.7% | -2.8% | -0.1% |
| YTD | -11.6% | +16.2% | -27.8% | -18.4% |
| 1Y | -11.1% | +12.0% | -23.1% | -16.5% |
| 3Y | +116.7% | +63.4% | +53.4% | +66.8% |
| 5Y | +89.6% | +56.0% | +33.6% | +47.1% |
| 10Y | +428.4% | +217.4% | +211.0% | +266.6% |
| All | +428.4% | +211.4% | +217.0% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling