-11.1%
AXP vs AEE
+12.0%
-23.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.8% |
| 7D | -0.1% | +1.7% | -1.8% | -0.1% |
| 30D | +4.4% | +9.7% | -5.3% | +5.0% |
| 3M | -6.4% | +5.9% | -12.3% | -6.3% |
| 6M | +4.2% | +6.7% | -2.5% | +4.4% |
| YTD | -12.4% | +17.4% | -29.7% | -12.0% |
| 1Y | -11.1% | +12.7% | -23.8% | -10.0% |
| All | -11.1% | +12.0% | -23.1% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling