+117.0%
AXP vs XLC
+38.0%
+79.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.2% |
| 7D | -2.1% | -0.8% | -1.3% | -1.5% |
| 30D | -6.5% | +1.0% | -7.6% | -7.4% |
| 3M | +4.6% | -0.7% | +5.3% | +4.9% |
| 6M | +5.4% | -5.1% | +10.6% | +9.6% |
| YTD | -11.1% | -4.3% | -6.8% | -8.3% |
| 1Y | -0.3% | -0.6% | +0.3% | -0.2% |
| 3Y | +111.6% | +72.7% | +38.9% | +41.2% |
| All | +117.0% | +38.0% | +79.0% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling