+91.7%
AXP vs XLB
+31.5%
+60.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | -0.7% |
| 7D | -1.1% | -1.4% | +0.2% | +0.1% |
| 30D | +5.2% | +7.1% | -1.9% | -1.2% |
| 3M | -4.6% | +0.6% | -5.2% | -5.3% |
| 6M | +3.2% | +3.5% | -0.3% | -0.7% |
| YTD | -11.3% | +18.2% | -29.6% | -26.0% |
| 1Y | -11.0% | +25.6% | -36.6% | -30.1% |
| 3Y | +120.2% | +46.7% | +73.5% | +47.7% |
| 5Y | +91.7% | +30.9% | +60.8% | +45.7% |
| All | +91.7% | +31.5% | +60.3% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling