+3,700.1%
AXP vs AEIS
+1,662.6%
+2,037.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -12.2% | +10.0% | +0.1% |
| 7D | +0.4% | -22.6% | +23.0% | +5.0% |
| 30D | +7.0% | -38.7% | +45.7% | +16.8% |
| 3M | -6.6% | -43.6% | +37.0% | +2.8% |
| 6M | +3.5% | -46.2% | +49.7% | +12.9% |
| YTD | -11.2% | -11.2% | +0.1% | -13.5% |
| 1Y | -10.2% | -17.7% | +7.5% | -11.3% |
| 3Y | +120.0% | +104.1% | +16.0% | +77.4% |
| 5Y | +95.6% | +98.5% | -2.9% | +56.6% |
| 10Y | +468.1% | +302.0% | +166.1% | +280.9% |
| All | +3,700.1% | +1,662.6% | +2,037.4% | +1,519.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling