+116.5%
AXP vs AEIS
+162.3%
-45.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -0.9% |
| 7D | -2.9% | +9.5% | -12.3% | -4.6% |
| 30D | +3.7% | -17.5% | +21.2% | +6.7% |
| 3M | -4.9% | -29.3% | +24.4% | +0.2% |
| 6M | +4.1% | -34.7% | +38.8% | +9.5% |
| YTD | -11.7% | +10.7% | -22.4% | -22.6% |
| 1Y | -11.7% | +7.4% | -19.1% | -22.1% |
| All | +116.5% | +162.3% | -45.7% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling