+6,524.1%
AXP vs AFL
+19,983.6%
-13,459.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.3% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +5.8% | +10.0% | -4.2% | +0.6% |
| 3M | -6.0% | -1.6% | -4.5% | -5.4% |
| 6M | +0.3% | +10.5% | -10.2% | -5.4% |
| YTD | -12.3% | +14.3% | -26.5% | -18.7% |
| 1Y | -11.2% | +11.4% | -22.6% | -16.7% |
| 3Y | +117.0% | +62.4% | +54.6% | +65.2% |
| 5Y | +93.2% | +144.8% | -51.6% | +19.2% |
| 10Y | +461.2% | +356.2% | +105.0% | +158.9% |
| All | +6,524.1% | +19,983.6% | -13,459.5% | +659.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling