+119.7%
AXP vs UL
+39.4%
+80.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.4% |
| 7D | +0.4% | +5.5% | -5.1% | -0.2% |
| 30D | +7.0% | +11.4% | -4.3% | +5.7% |
| 3M | -6.6% | +6.0% | -12.6% | -7.2% |
| 6M | +3.5% | +18.0% | -14.5% | +1.7% |
| YTD | -11.2% | +6.2% | -17.4% | -12.6% |
| 1Y | -10.2% | +1.5% | -11.7% | -11.3% |
| All | +119.7% | +39.4% | +80.3% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling