-25.8%
ACN vs AXP
+86.8%
-112.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | +16.5% | +4.4% | +12.1% | +14.3% |
| 3M | +41.5% | -6.4% | +47.9% | +45.8% |
| 6M | +60.1% | +4.2% | +55.9% | +56.6% |
| YTD | -3.9% | -12.4% | +8.4% | +1.5% |
| 1Y | +4.1% | -11.1% | +15.2% | +9.2% |
| 3Y | -15.9% | +114.9% | -130.7% | -43.7% |
| All | -25.8% | +86.8% | -112.5% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling