+111.1%
AXP vs ACGL
+34.2%
+76.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -6.5% | -1.0% | -5.5% | -6.3% |
| 3M | +4.6% | +11.0% | -6.4% | +1.0% |
| 6M | +5.4% | -0.3% | +5.7% | +5.1% |
| YTD | -11.1% | +2.3% | -13.4% | -12.3% |
| 1Y | -0.3% | +6.4% | -6.7% | -3.0% |
| All | +111.1% | +34.2% | +76.8% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling