+156.5%
ACN vs AXP
+449.9%
-293.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.2% |
| 7D | +0.9% | +0.6% | +0.3% | +0.6% |
| 30D | +33.5% | +5.8% | +27.7% | +30.3% |
| 3M | +53.5% | -6.0% | +59.5% | +57.8% |
| 6M | +52.2% | +0.3% | +51.9% | +51.7% |
| YTD | -0.1% | -12.3% | +12.1% | +5.4% |
| 1Y | +11.0% | -11.2% | +22.3% | +16.4% |
| 3Y | -11.8% | +117.0% | -128.8% | -39.7% |
| 5Y | -22.8% | +93.2% | -116.0% | -45.6% |
| All | +156.5% | +449.9% | -293.5% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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