-11.2%
AXP vs AIG
+3.9%
-15.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.4% |
| 7D | +0.6% | -5.1% | +5.7% | +1.7% |
| 30D | +5.8% | +2.8% | +3.1% | +5.5% |
| 3M | -6.0% | -2.1% | -3.9% | -5.5% |
| 6M | +0.3% | +1.4% | -1.1% | 0.0% |
| YTD | -12.3% | -7.4% | -4.9% | -10.8% |
| 1Y | -11.2% | +4.4% | -15.7% | -15.2% |
| All | -11.2% | +3.9% | -15.1% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling