+425.5%
AXP vs UL
+106.6%
+318.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -0.6% | +2.6% | -3.2% | -1.6% |
| 30D | +5.0% | +6.8% | -1.8% | +2.2% |
| 3M | -4.2% | +5.7% | -10.0% | -6.5% |
| 6M | +2.9% | +15.9% | -12.9% | -3.6% |
| YTD | -11.6% | +4.3% | -15.8% | -14.2% |
| 1Y | -11.1% | -0.4% | -10.7% | -12.1% |
| 3Y | +116.7% | +35.0% | +81.8% | +82.4% |
| 5Y | +89.6% | +31.6% | +58.0% | +58.1% |
| All | +425.5% | +106.6% | +318.9% | +315.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling