+2,464.1%
ACN vs AXP
+1,324.2%
+1,139.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +3.0% |
| 7D | +8.6% | +4.6% | +4.0% | +6.7% |
| 30D | +36.6% | +9.7% | +26.8% | +31.9% |
| 3M | +56.3% | -3.8% | +60.1% | +58.7% |
| 6M | +49.7% | +4.8% | +44.9% | +46.7% |
| YTD | +1.3% | -9.1% | +10.4% | +4.8% |
| 1Y | +11.9% | -6.7% | +18.6% | +14.5% |
| 3Y | -10.6% | +125.2% | -135.8% | -36.0% |
| 5Y | -21.3% | +105.0% | -126.3% | -42.4% |
| 10Y | +166.2% | +481.5% | -315.2% | +26.5% |
| All | +2,464.1% | +1,324.2% | +1,139.9% | +534.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling