+117.0%
AXP vs AEP
+76.7%
+40.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.6% | -2.8% | +3.4% | +0.5% |
| 30D | +5.8% | +3.6% | +2.2% | +6.0% |
| 3M | -6.0% | +1.8% | -7.8% | -6.0% |
| 6M | +0.3% | -3.1% | +3.4% | +0.2% |
| YTD | -12.3% | +12.2% | -24.5% | -12.4% |
| 1Y | -11.2% | +9.1% | -20.4% | -11.4% |
| 3Y | +117.0% | +77.9% | +39.1% | +104.8% |
| All | +117.0% | +76.7% | +40.3% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling