+1,031.9%
AXP vs AGG
+97.9%
+934.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.1% | +0.4% | -1.6% | -1.1% |
| 30D | +5.2% | +2.1% | +3.1% | +5.6% |
| 3M | -4.6% | -0.3% | -4.2% | -4.6% |
| 6M | +3.2% | -0.9% | +4.2% | +3.0% |
| YTD | -11.3% | -0.3% | -11.0% | -11.4% |
| 1Y | -11.0% | 0.0% | -11.0% | -11.0% |
| 3Y | +120.2% | +15.3% | +104.9% | +126.4% |
| 5Y | +91.7% | -1.4% | +93.1% | +85.9% |
| 10Y | +440.3% | +16.9% | +423.5% | +476.9% |
| All | +1,031.9% | +97.9% | +934.0% | +1,272.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling