+465.0%
AXP vs AGI
+380.3%
+84.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.1% |
| 7D | -2.1% | +0.6% | -2.7% | -2.1% |
| 30D | -6.5% | +18.2% | -24.8% | -6.9% |
| 3M | +4.6% | -4.1% | +8.8% | +4.6% |
| 6M | +5.4% | -28.7% | +34.1% | +5.9% |
| YTD | -11.1% | -4.0% | -7.1% | -11.3% |
| 1Y | -0.3% | +17.4% | -17.7% | -1.0% |
| 3Y | +111.6% | +203.0% | -91.4% | +105.3% |
| 5Y | +117.6% | +376.7% | -259.1% | +109.5% |
| All | +465.0% | +380.3% | +84.7% | +470.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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