+448.7%
AXP vs ALLE
+222.4%
+226.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | +0.6% | -0.6% | +1.2% | +1.0% |
| 30D | +5.8% | +25.3% | -19.5% | -8.5% |
| 3M | -6.0% | +10.3% | -16.3% | -12.2% |
| 6M | +0.3% | +38.0% | -37.7% | -19.7% |
| YTD | -12.3% | +17.8% | -30.0% | -23.1% |
| 1Y | -11.2% | +13.6% | -24.8% | -20.4% |
| 3Y | +117.0% | +89.2% | +27.8% | +33.7% |
| 5Y | +93.2% | +51.1% | +42.1% | +35.6% |
| All | +448.7% | +222.4% | +226.3% | +160.2% |
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