+440.3%
AXP vs AU
+743.0%
-302.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.9% | -5.8% | +0.7% |
| 7D | -1.1% | +20.8% | -21.9% | -1.9% |
| 30D | +5.2% | +5.5% | -0.3% | +4.9% |
| 3M | -4.6% | +3.9% | -8.5% | -4.9% |
| 6M | +3.2% | -5.4% | +8.7% | +3.1% |
| YTD | -11.3% | +20.7% | -32.0% | -12.7% |
| 1Y | -11.0% | +49.8% | -60.8% | -13.1% |
| 3Y | +120.2% | +565.6% | -445.5% | +98.8% |
| 5Y | +91.7% | +500.4% | -408.7% | +70.9% |
| 10Y | +440.3% | +795.4% | -355.1% | +389.4% |
| All | +440.3% | +743.0% | -302.7% | +389.4% |
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