+464.9%
AXP vs AIG
+61.7%
+403.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +1.3% |
| 7D | +0.6% | -1.6% | +2.2% | +1.6% |
| 30D | -4.3% | -5.2% | +0.9% | -1.1% |
| 3M | +4.7% | +1.5% | +3.3% | +3.2% |
| 6M | +9.0% | -3.9% | +12.9% | +10.7% |
| YTD | -11.1% | -11.6% | +0.5% | -5.4% |
| 1Y | +1.3% | -2.9% | +4.2% | +0.7% |
| 3Y | +114.5% | +33.7% | +80.7% | +70.5% |
| 5Y | +118.0% | +52.7% | +65.4% | +55.6% |
| 10Y | +464.9% | +62.6% | +402.3% | +196.0% |
| All | +464.9% | +61.7% | +403.2% | +196.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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