+124.9%
AXP vs ACI
-30.9%
+155.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.4% | +1.9% |
| 7D | +4.6% | +4.5% | +0.1% | +4.3% |
| 30D | +9.7% | +20.9% | -11.1% | +8.1% |
| 3M | -3.8% | +15.2% | -19.0% | -4.9% |
| 6M | +4.8% | -13.3% | +18.1% | +4.9% |
| YTD | -9.1% | -16.2% | +7.1% | -9.2% |
| 1Y | -6.7% | -16.9% | +10.2% | -6.8% |
| All | +124.9% | -30.9% | +155.8% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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