+85.9%
AXP vs AEP
+86.9%
-0.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | -2.1% | +2.5% | -4.6% | -2.5% |
| 30D | +2.7% | +3.4% | -0.7% | +2.1% |
| 3M | -7.3% | +4.2% | -11.5% | -8.0% |
| 6M | +1.8% | -0.8% | +2.6% | +1.7% |
| YTD | -13.1% | +15.2% | -28.3% | -16.1% |
| 1Y | -13.7% | +8.3% | -22.0% | -15.6% |
| 3Y | +113.1% | +84.2% | +28.9% | +74.4% |
| 5Y | +85.9% | +87.8% | -1.9% | +41.7% |
| All | +85.9% | +86.9% | -0.9% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling