+120.2%
AXP vs UL
+34.1%
+86.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | +5.2% | +7.0% | -1.7% | +4.4% |
| 3M | -4.6% | +5.8% | -10.4% | -5.2% |
| 6M | +3.2% | +16.1% | -12.9% | +1.6% |
| YTD | -11.3% | +4.5% | -15.8% | -12.6% |
| 1Y | -11.0% | -1.3% | -9.7% | -11.9% |
| 3Y | +120.2% | +35.0% | +85.2% | +105.0% |
| All | +120.2% | +34.1% | +86.0% | +105.0% |
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