+114.9%
AXP vs XHB
+35.8%
+79.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +4.4% | +9.9% | -5.5% | -0.3% |
| 3M | -6.4% | -6.3% | -0.1% | -3.8% |
| 6M | +4.2% | +3.8% | +0.3% | +1.2% |
| YTD | -12.4% | +0.1% | -12.5% | -14.0% |
| 1Y | -11.1% | -0.8% | -10.3% | -12.3% |
| 3Y | +114.9% | +35.6% | +79.3% | +88.4% |
| All | +114.9% | +35.8% | +79.1% | +88.4% |
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