+86.1%
AXP vs AEIS
+142.3%
-56.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.7% |
| 7D | -0.1% | +11.5% | -11.6% | -2.9% |
| 30D | +4.4% | -15.8% | +20.2% | +7.6% |
| 3M | -6.4% | -33.3% | +26.9% | +1.4% |
| 6M | +4.2% | -35.2% | +39.3% | +10.7% |
| YTD | -12.4% | +5.0% | -17.4% | -23.3% |
| 1Y | -11.1% | +8.5% | -19.6% | -23.3% |
| 3Y | +114.9% | +152.9% | -38.0% | +25.2% |
| All | +86.1% | +142.3% | -56.2% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling