+904.9%
AXP vs ACWI
+356.8%
+548.1%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.1% | +0.5% | -2.6% | -2.7% |
| 30D | -6.5% | +0.9% | -7.4% | -7.6% |
| 3M | +4.6% | +2.4% | +2.3% | +1.1% |
| 6M | +5.4% | +12.4% | -7.0% | -10.1% |
| YTD | -11.1% | +15.2% | -26.3% | -26.6% |
| 1Y | -0.3% | +22.7% | -23.0% | -24.3% |
| 3Y | +111.6% | +75.8% | +35.8% | +1.6% |
| 5Y | +117.6% | +67.7% | +49.9% | +12.2% |
| 10Y | +474.1% | +229.0% | +245.1% | +28.9% |
| All | +904.9% | +356.8% | +548.1% | +58.9% |
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