+469.1%
AXP vs ALLE
+144.1%
+325.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.7% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -6.5% | -6.8% | +0.3% | -2.4% |
| 3M | +4.6% | +21.0% | -16.4% | -8.2% |
| 6M | +5.4% | +1.1% | +4.3% | +3.1% |
| YTD | -11.1% | -0.5% | -10.6% | -12.9% |
| 1Y | -0.3% | -7.3% | +7.0% | +2.1% |
| 3Y | +111.6% | +42.3% | +69.3% | +58.3% |
| 5Y | +117.6% | +13.5% | +104.1% | +86.4% |
| All | +469.1% | +144.1% | +325.0% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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