+465.4%
AXP vs AEIS
+523.4%
-57.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.9% |
| 7D | -2.1% | +3.0% | -5.1% | -3.1% |
| 30D | -6.5% | -14.6% | +8.1% | -2.4% |
| 3M | +4.6% | -12.4% | +17.1% | +5.4% |
| 6M | +5.4% | -15.0% | +20.4% | +5.2% |
| YTD | -11.1% | +34.3% | -45.4% | -25.6% |
| 1Y | -0.3% | +87.4% | -87.7% | -27.3% |
| 3Y | +111.6% | +139.8% | -28.2% | +34.6% |
| 5Y | +117.6% | +220.7% | -103.2% | +20.2% |
| All | +465.4% | +523.4% | -57.9% | +114.3% |
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