-6.7%
AXP vs XLC
-5.6%
-1.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +0.1% |
| 7D | +4.6% | +1.8% | +2.8% | +3.5% |
| 30D | +9.7% | -6.0% | +15.7% | +13.9% |
| 3M | -3.8% | -6.0% | +2.2% | -0.1% |
| 6M | +4.8% | -9.1% | +13.9% | +12.0% |
| YTD | -9.1% | -10.0% | +0.9% | -2.3% |
| 1Y | -6.7% | -5.8% | -0.9% | -4.0% |
| All | -6.7% | -5.6% | -1.1% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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