+455.5%
AXP vs ALLE
+225.5%
+230.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -0.5% |
| 7D | +0.4% | 0.0% | +0.3% | +0.4% |
| 30D | +7.0% | +20.6% | -13.5% | -5.3% |
| 3M | -6.6% | +11.4% | -18.0% | -13.3% |
| 6M | +3.5% | +42.5% | -39.1% | -18.8% |
| YTD | -11.2% | +18.9% | -30.1% | -22.6% |
| 1Y | -10.2% | +14.2% | -24.3% | -19.6% |
| 3Y | +120.0% | +90.7% | +29.4% | +34.9% |
| 5Y | +95.6% | +52.5% | +43.1% | +36.5% |
| All | +455.5% | +225.5% | +230.0% | +161.9% |
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