+156.3%
ACN vs AXP
+453.0%
-296.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.8% |
| 7D | -2.5% | -1.1% | -1.4% | -2.0% |
| 30D | +22.6% | +5.2% | +17.4% | +19.9% |
| 3M | +45.9% | -4.6% | +50.5% | +49.0% |
| 6M | +43.8% | +3.2% | +40.6% | +41.5% |
| YTD | -2.5% | -11.3% | +8.9% | +2.4% |
| 1Y | +6.5% | -11.0% | +17.5% | +11.5% |
| 3Y | -14.2% | +120.2% | -134.3% | -41.8% |
| 5Y | -24.4% | +91.7% | -116.2% | -46.6% |
| 10Y | +156.3% | +440.3% | -284.0% | +14.4% |
| All | +156.3% | +453.0% | -296.7% | +14.4% |
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