-10.9%
AXP vs AIG
+6.5%
-17.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.5% |
| 7D | -1.1% | -3.4% | +2.2% | -0.4% |
| 30D | +5.2% | +3.4% | +1.9% | +4.7% |
| 3M | -4.6% | +1.7% | -6.3% | -4.8% |
| 6M | +3.2% | +5.7% | -2.5% | +2.1% |
| YTD | -11.3% | -5.1% | -6.2% | -10.4% |
| All | -10.9% | +6.5% | -17.4% | -15.0% |
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 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