-10.9%
AXP vs AGI
+1.7%
-12.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.9% |
| 7D | -1.1% | +17.4% | -18.5% | -2.4% |
| 30D | +5.2% | -0.9% | +6.2% | +5.1% |
| 3M | -4.6% | -1.6% | -3.0% | -4.8% |
| 6M | +3.2% | -24.7% | +27.9% | +4.1% |
| YTD | -11.3% | -15.3% | +3.9% | -13.3% |
| All | -10.9% | +1.7% | -12.5% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling