+116.5%
AXP vs AEE
+62.8%
+53.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -2.9% | +0.2% | -3.0% | -2.9% |
| 30D | +3.7% | +9.7% | -6.0% | +2.1% |
| 3M | -4.9% | +5.8% | -10.7% | -5.9% |
| 6M | +4.1% | +4.5% | -0.4% | +3.0% |
| YTD | -11.7% | +15.8% | -27.5% | -15.0% |
| 1Y | -11.7% | +10.8% | -22.5% | -14.0% |
| All | +116.5% | +62.8% | +53.7% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling