+1,485.0%
AXP vs XLB
+824.9%
+660.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | +0.3% |
| 7D | +0.4% | -0.4% | +0.8% | +0.7% |
| 30D | +7.0% | +5.2% | +1.8% | +2.2% |
| 3M | -6.6% | -0.1% | -6.5% | -6.7% |
| 6M | +3.5% | +2.4% | +1.1% | +0.5% |
| YTD | -11.2% | +16.9% | -28.0% | -24.1% |
| 1Y | -10.2% | +25.0% | -35.2% | -27.8% |
| 3Y | +120.0% | +40.7% | +79.4% | +59.2% |
| 5Y | +95.6% | +31.6% | +63.9% | +51.0% |
| 10Y | +468.1% | +175.3% | +292.9% | +134.6% |
| All | +1,485.0% | +824.9% | +660.1% | +126.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling