+440.3%
AXP vs AME
+465.0%
-24.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | -2.2% |
| 7D | -1.1% | -1.5% | +0.4% | -0.5% |
| 30D | +5.2% | -4.2% | +9.4% | +7.9% |
| 3M | -4.6% | -5.9% | +1.4% | -1.1% |
| 6M | +3.2% | +2.8% | +0.4% | -1.1% |
| YTD | -11.3% | +16.6% | -27.9% | -24.2% |
| 1Y | -11.0% | +22.1% | -33.1% | -26.8% |
| 3Y | +120.2% | +64.7% | +55.5% | +37.2% |
| 5Y | +91.7% | +76.6% | +15.1% | +11.1% |
| 10Y | +440.3% | +443.9% | -3.5% | +47.7% |
| All | +440.3% | +465.0% | -24.7% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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