+6,575.0%
AXP vs AEM
+3,285.2%
+3,289.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.9% | -0.1% |
| 7D | -0.6% | +13.9% | -14.5% | -1.0% |
| 30D | +5.0% | +0.8% | +4.2% | +4.9% |
| 3M | -4.2% | +5.8% | -10.0% | -4.5% |
| 6M | +2.9% | -1.0% | +3.9% | +2.8% |
| YTD | -11.6% | +13.1% | -24.7% | -12.1% |
| 1Y | -11.1% | +14.4% | -25.5% | -11.7% |
| 3Y | +116.7% | +325.7% | -209.0% | +107.1% |
| 5Y | +89.6% | +273.7% | -184.1% | +81.2% |
| 10Y | +428.4% | +390.1% | +38.3% | +396.9% |
| All | +6,575.0% | +3,285.2% | +3,289.8% | +6,674.6% |
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