+117.0%
AXP vs AIG
+54.7%
+62.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | -2.1% | -0.9% | -1.2% | -1.6% |
| 30D | -6.5% | -4.9% | -1.7% | -3.8% |
| 3M | +4.6% | +4.5% | +0.2% | +1.5% |
| 6M | +5.4% | -1.4% | +6.9% | +5.4% |
| YTD | -11.1% | -9.8% | -1.3% | -6.6% |
| 1Y | -0.3% | -4.5% | +4.2% | +0.3% |
| 3Y | +111.6% | +37.4% | +74.1% | +65.1% |
| All | +117.0% | +54.7% | +62.3% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling