+464.9%
AXP vs AFL
+294.8%
+170.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +1.4% |
| 7D | +0.6% | -0.7% | +1.3% | +1.2% |
| 30D | -4.3% | -7.1% | +2.8% | +1.2% |
| 3M | +4.7% | +0.4% | +4.3% | +3.7% |
| 6M | +9.0% | +4.5% | +4.4% | +4.0% |
| YTD | -11.1% | +6.1% | -17.2% | -16.3% |
| 1Y | +1.3% | +10.6% | -9.3% | -8.0% |
| 3Y | +114.5% | +64.0% | +50.5% | +36.1% |
| 5Y | +118.0% | +133.7% | -15.7% | +0.9% |
| 10Y | +464.9% | +298.0% | +166.9% | +80.6% |
| All | +464.9% | +294.8% | +170.1% | +80.6% |
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