+428.4%
AXP vs AEP
+196.9%
+231.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | +5.0% | +4.9% | +0.1% | +3.1% |
| 3M | -4.2% | +4.9% | -9.1% | -6.0% |
| 6M | +2.9% | -0.3% | +3.2% | +2.6% |
| YTD | -11.6% | +14.3% | -25.9% | -16.9% |
| 1Y | -11.1% | +7.5% | -18.6% | -14.5% |
| 3Y | +116.7% | +82.6% | +34.1% | +61.5% |
| 5Y | +89.6% | +81.5% | +8.1% | +39.1% |
| 10Y | +428.4% | +203.2% | +225.2% | +299.3% |
| All | +428.4% | +196.9% | +231.5% | +299.3% |
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