+469.1%
AXP vs XLB
+159.8%
+309.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.8% |
| 7D | -2.1% | -1.4% | -0.7% | -0.7% |
| 30D | -6.5% | -0.4% | -6.2% | -6.3% |
| 3M | +4.6% | +2.0% | +2.7% | +2.1% |
| 6M | +5.4% | +1.8% | +3.6% | +2.4% |
| YTD | -11.1% | +16.6% | -27.7% | -25.9% |
| 1Y | -0.3% | +16.9% | -17.2% | -17.3% |
| 3Y | +111.6% | +32.6% | +79.0% | +52.9% |
| 5Y | +117.6% | +35.6% | +81.9% | +52.7% |
| All | +469.1% | +159.8% | +309.4% | +95.3% |
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