+3,865.7%
AXP vs ACGL
+5,010.0%
-1,144.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +1.1% |
| 7D | +4.6% | +8.0% | -3.4% | +1.4% |
| 30D | +9.7% | +17.3% | -7.6% | +2.8% |
| 3M | -3.8% | +11.2% | -15.0% | -8.0% |
| 6M | +4.8% | +18.2% | -13.4% | -2.7% |
| YTD | -9.1% | +15.4% | -24.5% | -15.1% |
| 1Y | -6.7% | +26.5% | -33.2% | -16.1% |
| 3Y | +125.2% | +36.1% | +89.2% | +93.1% |
| 5Y | +105.0% | +175.9% | -71.0% | +29.5% |
| 10Y | +481.5% | +352.4% | +129.0% | +208.9% |
| All | +3,865.7% | +5,010.0% | -1,144.3% | +1,285.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling