+455.5%
AXP vs XLP
+129.4%
+326.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.6% |
| 7D | +0.4% | +3.5% | -3.1% | -2.8% |
| 30D | +7.0% | +11.6% | -4.5% | -3.5% |
| 3M | -6.6% | +7.6% | -14.2% | -13.0% |
| 6M | +3.5% | +10.0% | -6.6% | -6.2% |
| YTD | -11.2% | +19.7% | -30.9% | -27.0% |
| 1Y | -10.2% | +23.5% | -33.6% | -28.5% |
| 3Y | +120.0% | +44.0% | +76.1% | +46.4% |
| 5Y | +95.6% | +42.7% | +52.9% | +30.5% |
| All | +455.5% | +129.4% | +326.1% | +162.0% |
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