+86.1%
AXP vs AEM
+252.0%
-165.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.1% | -6.8% | +6.7% | +0.4% |
| 30D | +4.4% | +0.8% | +3.6% | +4.3% |
| 3M | -6.4% | -0.8% | -5.6% | -6.6% |
| 6M | +4.2% | -8.5% | +12.7% | +4.2% |
| YTD | -12.4% | +5.9% | -18.3% | -13.7% |
| 1Y | -11.1% | +6.6% | -17.7% | -12.6% |
| 3Y | +114.9% | +302.2% | -187.3% | +80.6% |
| All | +86.1% | +252.0% | -165.8% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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