+407.0%
AXP vs ACM
+132.6%
+274.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -0.1% | +5.6% | -5.8% | -3.3% |
| 30D | +4.4% | +20.8% | -16.4% | -6.3% |
| 3M | -6.4% | +11.4% | -17.8% | -12.7% |
| 6M | +4.2% | +0.9% | +3.2% | +1.1% |
| YTD | -12.4% | -24.8% | +12.5% | 0.0% |
| 1Y | -11.1% | -46.4% | +35.3% | +24.0% |
| 3Y | +114.9% | -9.2% | +124.1% | +111.5% |
| 5Y | +87.4% | +5.0% | +82.4% | +66.2% |
| All | +407.0% | +132.6% | +274.4% | +175.6% |
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