+114.9%
AXP vs AFL
+67.6%
+47.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | -0.1% | +2.9% | -3.0% | -1.4% |
| 30D | +4.4% | +8.0% | -3.5% | +0.8% |
| 3M | -6.4% | +5.9% | -12.3% | -9.0% |
| 6M | +4.2% | +11.6% | -7.5% | -1.7% |
| YTD | -12.4% | +17.5% | -29.9% | -19.6% |
| 1Y | -11.1% | +13.3% | -24.4% | -16.9% |
| 3Y | +114.9% | +67.0% | +47.8% | +77.0% |
| All | +114.9% | +67.6% | +47.2% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling