+91.7%
AXP vs AGG
-1.4%
+93.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.1% | +0.4% | -1.6% | -1.3% |
| 30D | +5.2% | +2.1% | +3.1% | +4.5% |
| 3M | -4.6% | -0.3% | -4.2% | -4.5% |
| 6M | +3.2% | -0.9% | +4.2% | +3.5% |
| YTD | -11.3% | -0.3% | -11.0% | -11.2% |
| 1Y | -11.0% | 0.0% | -11.0% | -11.0% |
| 3Y | +120.2% | +15.3% | +104.9% | +111.1% |
| 5Y | +91.7% | -1.4% | +93.1% | +40.4% |
| All | +91.7% | -1.4% | +93.1% | +40.4% |
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 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