+89.6%
AXP vs AME
+66.2%
+23.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.8% | -2.8% |
| 7D | +0.6% | -5.2% | +5.8% | +3.6% |
| 30D | +5.8% | -8.0% | +13.9% | +11.0% |
| 3M | -6.0% | -8.9% | +2.9% | -1.1% |
| 6M | +0.3% | -5.0% | +5.3% | +2.0% |
| YTD | -12.3% | +11.9% | -24.1% | -21.3% |
| 1Y | -11.2% | +16.6% | -27.9% | -22.8% |
| 3Y | +117.0% | +62.5% | +54.6% | +42.6% |
| All | +89.6% | +66.2% | +23.3% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling