+89.5%
AXP vs UL
+31.1%
+58.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -2.9% | -1.7% | -1.1% | -2.4% |
| 30D | +3.7% | +4.5% | -0.8% | +2.5% |
| 3M | -4.9% | +5.5% | -10.4% | -6.3% |
| 6M | +4.1% | +17.0% | -12.9% | -0.3% |
| YTD | -11.7% | +3.2% | -14.9% | -13.2% |
| 1Y | -11.7% | -1.9% | -9.8% | -12.0% |
| 3Y | +116.5% | +33.6% | +82.9% | +90.9% |
| 5Y | +89.5% | +31.5% | +58.0% | +58.9% |
| All | +89.5% | +31.1% | +58.4% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling