+469.1%
AXP vs XLP
+101.8%
+367.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.4% |
| 7D | -2.1% | -1.0% | -1.1% | -1.2% |
| 30D | -6.5% | -0.9% | -5.7% | -5.8% |
| 3M | +4.6% | +3.8% | +0.8% | +0.4% |
| 6M | +5.4% | -1.7% | +7.2% | +6.3% |
| YTD | -11.1% | +10.3% | -21.4% | -20.9% |
| 1Y | -0.3% | +7.8% | -8.1% | -9.3% |
| 3Y | +111.6% | +27.2% | +84.4% | +59.5% |
| 5Y | +117.6% | +32.5% | +85.0% | +56.0% |
| All | +469.1% | +101.8% | +367.4% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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