-6.7%
AXP vs UL
+1.7%
-8.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +1.7% |
| 7D | +4.6% | +4.7% | -0.1% | +3.9% |
| 30D | +9.7% | +11.6% | -1.8% | +7.9% |
| 3M | -3.8% | +5.3% | -9.1% | -4.6% |
| 6M | +4.8% | +16.0% | -11.2% | +2.7% |
| YTD | -9.1% | +5.0% | -14.1% | -13.1% |
| 1Y | -6.7% | +1.1% | -7.8% | -8.9% |
| All | -6.7% | +1.7% | -8.4% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling