+6,610.0%
AXP vs AEM
+3,538.8%
+3,071.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.1% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -6.5% | +24.0% | -30.6% | -7.1% |
| 3M | +4.6% | +16.1% | -11.4% | +4.1% |
| 6M | +5.4% | -11.6% | +17.0% | +5.6% |
| YTD | -11.1% | +21.5% | -32.7% | -11.8% |
| 1Y | -0.3% | +39.2% | -39.5% | -1.5% |
| 3Y | +111.6% | +347.4% | -235.9% | +102.0% |
| 5Y | +117.6% | +290.1% | -172.6% | +107.7% |
| 10Y | +474.1% | +357.8% | +116.3% | +440.7% |
| All | +6,610.0% | +3,538.8% | +3,071.2% | +6,700.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling