+904.4%
AXP vs ACWI
+330.1%
+574.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | +2.6% |
| 7D | +0.4% | -4.0% | +4.4% | +5.7% |
| 30D | +7.0% | -5.8% | +12.8% | +15.4% |
| 3M | -6.6% | -5.0% | -1.6% | -0.5% |
| 6M | +3.5% | +0.7% | +2.8% | +1.7% |
| YTD | -11.2% | +8.4% | -19.6% | -20.9% |
| 1Y | -10.2% | +10.1% | -20.3% | -21.6% |
| 3Y | +120.0% | +70.8% | +49.3% | +9.3% |
| 5Y | +95.6% | +55.4% | +40.2% | +11.1% |
| 10Y | +468.1% | +223.3% | +244.8% | +30.3% |
| All | +904.4% | +330.1% | +574.3% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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