+85.9%
AXP vs AEE
+56.1%
+29.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -2.1% | +0.6% | -2.8% | -2.3% |
| 30D | +2.7% | +8.8% | -6.2% | +0.1% |
| 3M | -7.3% | +5.1% | -12.3% | -8.7% |
| 6M | +1.8% | +5.2% | -3.4% | -0.1% |
| YTD | -13.1% | +16.1% | -29.1% | -17.9% |
| 1Y | -13.7% | +10.4% | -24.1% | -17.1% |
| 3Y | +113.1% | +63.1% | +50.0% | +76.0% |
| 5Y | +85.9% | +55.6% | +30.3% | +51.4% |
| All | +85.9% | +56.1% | +29.9% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling