+440.3%
AXP vs AFL
+348.2%
+92.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.3% |
| 7D | -1.1% | +0.5% | -1.6% | -1.5% |
| 30D | +5.2% | +9.3% | -4.1% | -2.1% |
| 3M | -4.6% | +1.0% | -5.6% | -5.6% |
| 6M | +3.2% | +11.8% | -8.6% | -6.6% |
| YTD | -11.3% | +15.3% | -26.7% | -22.0% |
| 1Y | -11.0% | +12.1% | -23.1% | -19.9% |
| 3Y | +120.2% | +65.0% | +55.2% | +39.4% |
| 5Y | +91.7% | +149.1% | -57.4% | -15.8% |
| 10Y | +440.3% | +340.9% | +99.4% | +59.1% |
| All | +440.3% | +348.2% | +92.2% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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