-13.7%
AXP vs XLB
+21.4%
-35.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -0.9% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +2.7% | +5.3% | -2.6% | +0.3% |
| 3M | -7.3% | 0.0% | -7.3% | -7.2% |
| 6M | +1.8% | +1.2% | +0.6% | +1.2% |
| YTD | -13.1% | +16.9% | -30.0% | -25.9% |
| 1Y | -13.7% | +20.9% | -34.6% | -29.7% |
| All | -13.7% | +21.4% | -35.1% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling