+448.7%
AXP vs AEIS
+320.4%
+128.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.3% | -3.1% |
| 7D | +0.6% | -11.3% | +11.9% | +3.4% |
| 30D | +5.8% | -32.6% | +38.4% | +17.6% |
| 3M | -6.0% | -39.2% | +33.1% | +6.5% |
| 6M | +0.3% | -45.4% | +45.7% | +14.0% |
| YTD | -12.3% | -5.8% | -6.4% | -20.0% |
| 1Y | -11.2% | -10.0% | -1.3% | -18.0% |
| 3Y | +117.0% | +121.2% | -4.1% | +36.1% |
| 5Y | +93.2% | +110.6% | -17.5% | +19.1% |
| All | +448.7% | +320.4% | +128.3% | +140.4% |
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