+407.0%
AXP vs AEIS
+332.3%
+74.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +2.0% |
| 7D | -0.1% | +11.5% | -11.6% | -3.6% |
| 30D | +4.4% | -15.8% | +20.2% | +8.2% |
| 3M | -6.4% | -33.3% | +26.9% | +3.0% |
| 6M | +4.2% | -35.2% | +39.3% | +11.9% |
| YTD | -12.4% | +5.0% | -17.4% | -22.9% |
| 1Y | -11.1% | +8.5% | -19.6% | -22.9% |
| 3Y | +114.9% | +152.9% | -38.0% | +28.9% |
| 5Y | +87.4% | +144.6% | -57.2% | +9.9% |
| All | +407.0% | +332.3% | +74.7% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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