+440.3%
AXP vs ACGL
+332.3%
+108.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.6% |
| 7D | -1.1% | -1.1% | 0.0% | -0.5% |
| 30D | +5.2% | +13.1% | -7.9% | -2.6% |
| 3M | -4.6% | +9.8% | -14.4% | -10.2% |
| 6M | +3.2% | +15.3% | -12.0% | -6.6% |
| YTD | -11.3% | +12.7% | -24.1% | -19.2% |
| 1Y | -11.0% | +20.7% | -31.7% | -22.4% |
| 3Y | +120.2% | +34.3% | +85.9% | +71.3% |
| 5Y | +91.7% | +170.6% | -78.9% | -14.8% |
| 10Y | +440.3% | +330.6% | +109.8% | +72.2% |
| All | +440.3% | +332.3% | +108.0% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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