-11.7%
AXP vs AEIS
+6.8%
-18.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -0.3% |
| 7D | -2.9% | +9.5% | -12.3% | -3.2% |
| 30D | +3.7% | -17.5% | +21.2% | +4.4% |
| 3M | -4.9% | -29.3% | +24.4% | -3.6% |
| 6M | +4.1% | -34.7% | +38.8% | +5.4% |
| YTD | -11.7% | +10.7% | -22.4% | -17.1% |
| 1Y | -11.7% | +7.4% | -19.1% | -16.5% |
| All | -11.7% | +6.8% | -18.5% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling