+411.0%
AXP vs AU
+879.0%
-468.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | -2.9% | +4.7% | -7.5% | -3.1% |
| 30D | +3.7% | -1.5% | +5.3% | +3.7% |
| 3M | -4.9% | -5.0% | +0.1% | -4.8% |
| 6M | +4.1% | -13.5% | +17.6% | +4.3% |
| YTD | -11.7% | +11.7% | -23.4% | -12.7% |
| 1Y | -11.7% | +21.3% | -33.0% | -13.1% |
| 3Y | +116.5% | +545.0% | -428.5% | +95.4% |
| 5Y | +89.5% | +412.0% | -322.5% | +69.6% |
| All | +411.0% | +879.0% | -468.0% | +364.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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