+119.7%
AXP vs XLC
+59.8%
+59.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.8% |
| 7D | +0.4% | +3.1% | -2.7% | -2.3% |
| 30D | +7.0% | -6.5% | +13.6% | +13.5% |
| 3M | -6.6% | -5.6% | -1.0% | -2.1% |
| 6M | +3.5% | -9.2% | +12.7% | +12.3% |
| YTD | -11.2% | -10.6% | -0.6% | -2.2% |
| 1Y | -10.2% | -6.9% | -3.3% | -5.1% |
| All | +119.7% | +59.8% | +59.9% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling