+105.0%
AXP vs XLP
+45.3%
+59.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | 0.0% |
| 7D | +4.6% | +5.9% | -1.3% | +0.7% |
| 30D | +9.7% | +13.5% | -3.7% | +0.8% |
| 3M | -3.8% | +8.4% | -12.2% | -8.9% |
| 6M | +4.8% | +11.5% | -6.7% | -3.2% |
| YTD | -9.1% | +20.6% | -29.7% | -22.1% |
| 1Y | -6.7% | +24.3% | -31.0% | -22.1% |
| 3Y | +125.2% | +45.1% | +80.2% | +60.1% |
| 5Y | +105.0% | +44.6% | +60.4% | +41.8% |
| All | +105.0% | +45.3% | +59.7% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling