-6.7%
AXP vs IAG
+56.5%
-63.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.2% | -8.0% | +1.5% |
| 7D | +4.6% | +1.1% | +3.5% | +4.4% |
| 30D | +9.7% | -5.3% | +15.0% | +9.9% |
| 3M | -3.8% | +18.0% | -21.8% | -5.3% |
| 6M | +4.8% | +7.1% | -2.3% | +3.6% |
| YTD | -9.1% | +5.9% | -15.0% | -11.4% |
| 1Y | -6.7% | +59.4% | -66.1% | -16.5% |
| All | -6.7% | +56.5% | -63.2% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling