-10.2%
ACN vs AXP
+120.3%
-130.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.3% |
| 7D | +7.3% | +0.4% | +6.9% | +7.0% |
| 30D | +38.2% | +7.0% | +31.2% | +34.6% |
| 3M | +56.6% | -6.6% | +63.2% | +60.9% |
| 6M | +51.1% | +3.5% | +47.7% | +48.7% |
| YTD | +1.7% | -11.2% | +12.8% | +6.1% |
| 1Y | +10.1% | -10.2% | +20.2% | +14.2% |
| All | -10.2% | +120.3% | -130.5% | -28.3% |
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