-11.8%
ACN vs AXP
+117.6%
-129.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.3% |
| 7D | +0.9% | +0.6% | +0.3% | +0.6% |
| 30D | +33.5% | +5.8% | +27.7% | +30.6% |
| 3M | +53.5% | -6.0% | +59.5% | +57.4% |
| 6M | +52.2% | +0.3% | +51.9% | +51.7% |
| YTD | -0.1% | -12.3% | +12.1% | +4.7% |
| 1Y | +11.0% | -11.2% | +22.3% | +15.8% |
| 3Y | -11.8% | +117.0% | -128.8% | -29.2% |
| All | -11.8% | +117.6% | -129.4% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling