+116.7%
AXP vs XHB
+38.6%
+78.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +1.0% |
| 7D | -0.6% | +1.2% | -1.8% | -1.3% |
| 30D | +5.0% | +8.9% | -3.9% | +0.7% |
| 3M | -4.2% | -4.2% | -0.1% | -2.6% |
| 6M | +2.9% | +1.4% | +1.6% | +1.3% |
| YTD | -11.6% | +1.2% | -12.8% | -13.6% |
| 1Y | -11.1% | -1.3% | -9.8% | -12.0% |
| 3Y | +116.7% | +36.6% | +80.2% | +88.3% |
| All | +116.7% | +38.6% | +78.2% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling