+89.5%
AXP vs AEIS
+150.6%
-61.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -1.2% |
| 7D | -2.9% | +9.5% | -12.3% | -5.3% |
| 30D | +3.7% | -17.5% | +21.2% | +7.5% |
| 3M | -4.9% | -29.3% | +24.4% | +1.6% |
| 6M | +4.1% | -34.7% | +38.8% | +10.8% |
| YTD | -11.7% | +10.7% | -22.4% | -23.7% |
| 1Y | -11.7% | +7.4% | -19.1% | -23.0% |
| 3Y | +116.5% | +161.1% | -44.6% | +25.8% |
| 5Y | +89.5% | +150.7% | -61.2% | +5.6% |
| All | +89.5% | +150.6% | -61.1% | +5.6% |
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 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