+6,524.1%
AXP vs AEP
+2,261.3%
+4,262.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.6% | -2.8% | +3.4% | +1.9% |
| 30D | +5.8% | +3.6% | +2.2% | +4.0% |
| 3M | -6.0% | +1.8% | -7.8% | -7.0% |
| 6M | +0.3% | -3.1% | +3.4% | +1.2% |
| YTD | -12.3% | +12.2% | -24.5% | -18.0% |
| 1Y | -11.2% | +9.1% | -20.4% | -16.1% |
| 3Y | +117.0% | +77.9% | +39.1% | +57.8% |
| 5Y | +93.2% | +78.1% | +15.1% | +38.0% |
| 10Y | +461.2% | +187.8% | +273.4% | +208.4% |
| All | +6,524.1% | +2,261.3% | +4,262.8% | +847.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling