+448.7%
AXP vs UL
+96.4%
+352.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.2% |
| 7D | +0.6% | +1.1% | -0.5% | +0.1% |
| 30D | +5.8% | +8.2% | -2.4% | +2.5% |
| 3M | -6.0% | +4.5% | -10.6% | -7.8% |
| 6M | +0.3% | +12.6% | -12.3% | -4.9% |
| YTD | -12.3% | +3.5% | -15.8% | -14.6% |
| 1Y | -11.2% | -0.4% | -10.8% | -12.2% |
| 3Y | +117.0% | +36.0% | +81.0% | +82.1% |
| 5Y | +93.2% | +30.9% | +62.2% | +61.6% |
| All | +448.7% | +96.4% | +352.3% | +339.3% |
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