+117.0%
AXP vs XLC
+60.5%
+56.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.6% |
| 7D | +0.6% | +4.9% | -4.3% | -3.6% |
| 30D | +5.8% | -5.8% | +11.6% | +11.4% |
| 3M | -6.0% | -5.4% | -0.6% | -1.6% |
| 6M | +0.3% | -10.2% | +10.5% | +10.1% |
| YTD | -12.3% | -10.2% | -2.1% | -3.8% |
| 1Y | -11.2% | -5.6% | -5.6% | -7.4% |
| 3Y | +117.0% | +61.0% | +56.0% | +55.6% |
| All | +117.0% | +60.5% | +56.5% | +55.6% |
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 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