+424.9%
AXP vs ACM
+130.8%
+294.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -2.9% | +3.0% | -5.9% | -4.5% |
| 30D | +3.7% | +19.7% | -16.0% | -6.3% |
| 3M | -4.9% | +5.3% | -10.2% | -8.7% |
| 6M | +4.1% | -10.8% | +14.8% | +7.9% |
| YTD | -11.7% | -25.1% | +13.4% | +0.8% |
| 1Y | -11.7% | -45.8% | +34.1% | +21.5% |
| 3Y | +116.5% | -9.4% | +125.9% | +113.6% |
| 5Y | +89.5% | +4.8% | +84.7% | +69.0% |
| 10Y | +424.9% | +129.8% | +295.1% | +183.1% |
| All | +424.9% | +130.8% | +294.1% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling