+117.0%
AXP vs AFL
+135.6%
-18.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.5% |
| 7D | -2.1% | +0.6% | -2.7% | -2.5% |
| 30D | -6.5% | -6.2% | -0.4% | -2.7% |
| 3M | +4.6% | +2.2% | +2.5% | +2.5% |
| 6M | +5.4% | +5.3% | +0.2% | +0.8% |
| YTD | -11.1% | +8.0% | -19.1% | -16.6% |
| 1Y | -0.3% | +10.2% | -10.5% | -7.9% |
| 3Y | +111.6% | +67.1% | +44.5% | +38.5% |
| All | +117.0% | +135.6% | -18.6% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling