+222.2%
AXP vs ALC
+31.8%
+190.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.1% |
| 7D | +0.6% | +4.9% | -4.3% | -2.0% |
| 30D | +5.8% | +19.0% | -13.1% | -3.5% |
| 3M | -6.0% | +7.8% | -13.8% | -10.0% |
| 6M | +0.3% | +14.6% | -14.3% | -7.4% |
| YTD | -12.3% | -4.4% | -7.8% | -11.8% |
| 1Y | -11.2% | +1.4% | -12.6% | -13.8% |
| 3Y | +117.0% | +2.5% | +114.5% | +100.8% |
| 5Y | +93.2% | -10.9% | +104.1% | +90.8% |
| All | +222.2% | +31.8% | +190.3% | +107.9% |
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