+117.0%
AXP vs AGI
+141.1%
-24.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.3% |
| 7D | +0.6% | +16.0% | -15.4% | -0.2% |
| 30D | +5.8% | +1.0% | +4.9% | +5.6% |
| 3M | -6.0% | +2.5% | -8.5% | -6.3% |
| 6M | +0.3% | -24.0% | +24.3% | +0.9% |
| YTD | -12.3% | -17.2% | +5.0% | -12.2% |
| 1Y | -11.2% | +4.9% | -16.1% | -11.6% |
| 3Y | +117.0% | +142.6% | -25.6% | +97.9% |
| All | +117.0% | +141.1% | -24.1% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling