+117.0%
AXP vs XLB
+39.6%
+77.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.6% |
| 7D | +0.6% | -1.5% | +2.1% | +1.8% |
| 30D | +5.8% | +6.1% | -0.2% | +0.9% |
| 3M | -6.0% | 0.0% | -6.1% | -6.2% |
| 6M | +0.3% | 0.0% | +0.3% | -0.1% |
| YTD | -12.3% | +16.0% | -28.3% | -25.1% |
| 1Y | -11.2% | +24.7% | -36.0% | -29.5% |
| 3Y | +117.0% | +40.4% | +76.7% | +60.9% |
| All | +117.0% | +39.6% | +77.4% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling