+440.3%
AXP vs AGI
+349.0%
+91.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +1.0% |
| 7D | -1.1% | +17.4% | -18.5% | -1.5% |
| 30D | +5.2% | -0.9% | +6.2% | +5.2% |
| 3M | -4.6% | -1.6% | -3.0% | -4.6% |
| 6M | +3.2% | -24.7% | +27.9% | +3.6% |
| YTD | -11.3% | -15.3% | +3.9% | -11.3% |
| 1Y | -11.0% | +5.5% | -16.5% | -11.3% |
| 3Y | +120.2% | +154.5% | -34.3% | +115.1% |
| 5Y | +91.7% | +310.6% | -218.9% | +86.0% |
| 10Y | +440.3% | +362.7% | +77.6% | +452.3% |
| All | +440.3% | +349.0% | +91.4% | +452.3% |
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