+118.4%
AXP vs AUR
-53.5%
+171.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | +0.5% |
| 7D | -1.1% | +9.9% | -11.0% | -2.1% |
| 30D | +5.2% | -20.2% | +25.5% | +7.3% |
| 3M | -4.6% | -34.1% | +29.6% | -1.2% |
| 6M | +3.2% | -34.3% | +37.5% | +6.3% |
| YTD | -11.3% | +21.1% | -32.4% | -14.8% |
| 1Y | -11.0% | +7.6% | -18.6% | -13.6% |
| 3Y | +120.2% | +159.8% | -39.6% | +84.9% |
| 5Y | +91.7% | -53.9% | +145.6% | +66.6% |
| All | +118.4% | -53.5% | +171.9% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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