+403.0%
AXP vs XLB
+164.1%
+238.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -0.2% |
| 7D | -2.1% | 0.0% | -2.1% | -2.2% |
| 30D | +2.7% | +5.3% | -2.6% | -2.7% |
| 3M | -7.3% | 0.0% | -7.3% | -7.5% |
| 6M | +1.8% | +1.2% | +0.6% | -0.4% |
| YTD | -13.1% | +16.9% | -30.0% | -27.9% |
| 1Y | -13.7% | +20.9% | -34.6% | -31.0% |
| 3Y | +113.1% | +43.3% | +69.8% | +41.1% |
| 5Y | +85.9% | +28.3% | +57.6% | +38.7% |
| All | +403.0% | +164.1% | +238.9% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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