+6,610.0%
AXP vs AEP
+2,223.4%
+4,386.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.1% | +1.8% | -3.9% | -2.9% |
| 30D | -6.5% | -0.8% | -5.7% | -6.3% |
| 3M | +4.6% | -1.8% | +6.5% | +5.2% |
| 6M | +5.4% | -5.4% | +10.8% | +7.4% |
| YTD | -11.1% | +10.4% | -21.6% | -16.2% |
| 1Y | -0.3% | +18.2% | -18.5% | -9.4% |
| 3Y | +111.6% | +79.0% | +32.6% | +53.2% |
| 5Y | +117.6% | +64.8% | +52.7% | +61.4% |
| 10Y | +474.1% | +170.8% | +303.3% | +225.1% |
| All | +6,610.0% | +2,223.4% | +4,386.6% | +868.6% |
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