+269.3%
AXP vs XLC
+137.2%
+132.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | -0.1% |
| 7D | -0.1% | +3.7% | -3.8% | -3.3% |
| 30D | +4.4% | -1.9% | +6.4% | +6.1% |
| 3M | -6.4% | -3.1% | -3.3% | -4.1% |
| 6M | +4.2% | -6.4% | +10.5% | +9.6% |
| YTD | -12.4% | -6.8% | -5.5% | -7.4% |
| 1Y | -11.1% | -1.7% | -9.4% | -10.5% |
| 3Y | +114.9% | +64.7% | +50.2% | +37.5% |
| 5Y | +87.4% | +41.1% | +46.3% | +37.2% |
| All | +269.3% | +137.2% | +132.1% | +43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling