+440.3%
AXP vs AEP
+191.0%
+249.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.5% |
| 7D | -1.1% | -1.5% | +0.4% | -0.6% |
| 30D | +5.2% | +4.5% | +0.7% | +3.5% |
| 3M | -4.6% | +2.8% | -7.4% | -5.7% |
| 6M | +3.2% | -0.7% | +3.9% | +3.0% |
| YTD | -11.3% | +13.8% | -25.2% | -16.5% |
| 1Y | -11.0% | +9.0% | -20.0% | -14.9% |
| 3Y | +120.2% | +83.0% | +37.2% | +64.0% |
| 5Y | +91.7% | +83.3% | +8.5% | +40.0% |
| 10Y | +440.3% | +194.6% | +245.7% | +311.8% |
| All | +440.3% | +191.0% | +249.4% | +311.8% |
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