+86.1%
AXP vs AGI
+243.7%
-157.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | -0.1% | -10.1% | +10.0% | +0.7% |
| 30D | +4.4% | -6.5% | +11.0% | +4.8% |
| 3M | -6.4% | -12.8% | +6.4% | -5.7% |
| 6M | +4.2% | -34.3% | +38.5% | +6.8% |
| YTD | -12.4% | -25.6% | +13.2% | -11.6% |
| 1Y | -11.1% | -14.2% | +3.1% | -11.3% |
| 3Y | +114.9% | +127.3% | -12.4% | +87.3% |
| All | +86.1% | +243.7% | -157.6% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling