+91.6%
ACN vs AXP
+474.4%
-382.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.8% |
| 7D | -1.5% | -2.1% | +0.6% | -0.6% |
| 30D | +9.4% | -6.5% | +15.9% | +12.7% |
| 3M | +5.6% | +4.6% | +1.0% | +3.3% |
| 6M | -9.3% | +5.4% | -14.7% | -11.6% |
| YTD | -29.0% | -11.1% | -17.9% | -25.5% |
| 1Y | -24.7% | -0.3% | -24.4% | -25.1% |
| 3Y | -39.8% | +111.6% | -151.4% | -58.2% |
| 5Y | -40.9% | +117.6% | -158.5% | -60.4% |
| All | +91.6% | +474.4% | -382.8% | -7.1% |
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