+117.0%
AXP vs AGG
-1.2%
+118.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.1% | -0.2% | -2.0% | -2.1% |
| 30D | -6.5% | -0.4% | -6.2% | -6.4% |
| 3M | +4.6% | -0.7% | +5.3% | +4.9% |
| 6M | +5.4% | -1.5% | +6.9% | +5.9% |
| YTD | -11.1% | -0.3% | -10.9% | -11.0% |
| 1Y | -0.3% | +1.3% | -1.6% | -0.6% |
| 3Y | +111.6% | +13.2% | +98.3% | +104.2% |
| All | +117.0% | -1.2% | +118.3% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling