+95.6%
AXP vs ACI
-41.7%
+137.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -1.9% |
| 7D | +0.4% | +3.5% | -3.1% | +0.1% |
| 30D | +7.0% | +16.8% | -9.7% | +5.3% |
| 3M | -6.6% | +13.1% | -19.7% | -7.8% |
| 6M | +3.5% | -15.6% | +19.1% | +4.5% |
| YTD | -11.2% | -19.2% | +8.1% | -10.2% |
| 1Y | -10.2% | -20.7% | +10.5% | -9.0% |
| 3Y | +120.0% | -33.4% | +153.4% | +125.9% |
| 5Y | +95.6% | -41.7% | +137.3% | +98.9% |
| All | +95.6% | -41.7% | +137.3% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling