+3,777.0%
AXP vs ACGL
+4,429.2%
-652.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.4% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | -6.5% | -1.0% | -5.5% | -6.2% |
| 3M | +4.6% | +11.0% | -6.4% | -0.2% |
| 6M | +5.4% | -0.3% | +5.7% | +4.9% |
| YTD | -11.1% | +2.3% | -13.4% | -12.7% |
| 1Y | -0.3% | +6.4% | -6.7% | -3.9% |
| 3Y | +111.6% | +34.0% | +77.6% | +82.1% |
| 5Y | +117.6% | +161.6% | -44.1% | +40.5% |
| 10Y | +474.1% | +278.6% | +195.5% | +226.3% |
| All | +3,777.0% | +4,429.2% | -652.2% | +1,323.9% |
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