+225.5%
AXP vs ALC
+32.2%
+193.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +0.9% |
| 7D | -1.1% | +2.1% | -3.2% | -2.2% |
| 30D | +5.2% | +17.2% | -12.0% | -3.3% |
| 3M | -4.6% | +4.6% | -9.2% | -7.1% |
| 6M | +3.2% | +20.1% | -16.9% | -7.1% |
| YTD | -11.3% | -4.2% | -7.2% | -11.0% |
| 1Y | -11.0% | +2.1% | -13.1% | -13.8% |
| 3Y | +120.2% | +4.5% | +115.7% | +101.4% |
| 5Y | +91.7% | -12.3% | +104.1% | +91.7% |
| All | +225.5% | +32.2% | +193.3% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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