+117.0%
AXP vs UL
+23.5%
+93.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.1% | -1.3% | -0.8% | -1.8% |
| 30D | -6.5% | +0.5% | -7.0% | -6.7% |
| 3M | +4.6% | +17.6% | -13.0% | +0.2% |
| 6M | +5.4% | -5.4% | +10.8% | +6.6% |
| YTD | -11.1% | +0.7% | -11.8% | -12.0% |
| 1Y | -0.3% | -9.3% | +9.0% | +1.6% |
| 3Y | +111.6% | +24.5% | +87.0% | +91.5% |
| All | +117.0% | +23.5% | +93.5% | +88.4% |
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