+424.9%
AXP vs XHB
+241.7%
+183.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.9% | -4.1% | +1.3% | -0.1% |
| 30D | +3.7% | +9.6% | -5.9% | -3.0% |
| 3M | -4.9% | -6.0% | +1.1% | -1.4% |
| 6M | +4.1% | +2.2% | +1.9% | +0.8% |
| YTD | -11.7% | +1.1% | -12.8% | -14.9% |
| 1Y | -11.7% | -1.7% | -10.0% | -13.2% |
| 3Y | +116.5% | +36.5% | +80.0% | +59.2% |
| 5Y | +89.5% | +33.5% | +56.0% | +38.0% |
| 10Y | +424.9% | +240.9% | +184.0% | +64.0% |
| All | +424.9% | +241.7% | +183.1% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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