+407.0%
AXP vs XLB
+163.6%
+243.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | -0.1% | +0.5% | -0.7% | -0.7% |
| 30D | +4.4% | +5.2% | -0.7% | -0.9% |
| 3M | -6.4% | +0.3% | -6.7% | -7.0% |
| 6M | +4.2% | +1.2% | +3.0% | +2.0% |
| YTD | -12.4% | +16.6% | -29.0% | -27.2% |
| 1Y | -11.1% | +21.4% | -32.6% | -29.2% |
| 3Y | +114.9% | +43.2% | +71.6% | +42.4% |
| 5Y | +87.4% | +28.0% | +59.4% | +40.1% |
| All | +407.0% | +163.6% | +243.5% | +61.6% |
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