+428.4%
AXP vs AGG
+16.3%
+412.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | 0.0% |
| 7D | -0.6% | -0.1% | -0.6% | -0.6% |
| 30D | +5.0% | +1.4% | +3.6% | +4.4% |
| 3M | -4.2% | -0.7% | -3.5% | -4.0% |
| 6M | +2.9% | -1.7% | +4.6% | +3.7% |
| YTD | -11.6% | -1.1% | -10.5% | -11.2% |
| 1Y | -11.1% | -0.7% | -10.4% | -10.8% |
| 3Y | +116.7% | +14.2% | +102.6% | +105.3% |
| 5Y | +89.6% | -1.4% | +91.0% | +87.8% |
| 10Y | +428.4% | +16.5% | +411.9% | +523.3% |
| All | +428.4% | +16.3% | +412.1% | +523.3% |
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