+407.0%
AXP vs AEP
+207.1%
+199.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.1% | +2.9% | -3.0% | -1.1% |
| 30D | +4.4% | +3.2% | +1.2% | +3.2% |
| 3M | -6.4% | +3.8% | -10.2% | -7.8% |
| 6M | +4.2% | +2.5% | +1.6% | +2.8% |
| YTD | -12.4% | +15.5% | -27.8% | -18.0% |
| 1Y | -11.1% | +9.6% | -20.7% | -15.1% |
| 3Y | +114.9% | +91.2% | +23.7% | +56.6% |
| 5Y | +87.4% | +88.2% | -0.8% | +34.9% |
| All | +407.0% | +207.1% | +199.9% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling