+467.1%
AXP vs AGG
+14.8%
+452.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -5.0% | -0.2% | -4.8% | -4.9% |
| 3M | +1.4% | -0.7% | +2.1% | +1.7% |
| 6M | +6.0% | -1.8% | +7.8% | +6.7% |
| YTD | -12.3% | -0.6% | -11.7% | -12.1% |
| 1Y | +0.3% | +0.4% | -0.1% | +0.2% |
| 3Y | +111.7% | +13.2% | +98.5% | +101.6% |
| 5Y | +114.5% | -2.0% | +116.5% | +112.8% |
| 10Y | +467.1% | +15.1% | +452.0% | +555.4% |
| All | +467.1% | +14.8% | +452.2% | +555.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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