+1,522.1%
AXP vs XLP
+582.4%
+939.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | -1.5% |
| 7D | +4.6% | +5.9% | -1.3% | -1.8% |
| 30D | +9.7% | +13.5% | -3.7% | -4.7% |
| 3M | -3.8% | +8.4% | -12.2% | -12.3% |
| 6M | +4.8% | +11.5% | -6.7% | -8.2% |
| YTD | -9.1% | +20.6% | -29.7% | -28.0% |
| 1Y | -6.7% | +24.3% | -31.0% | -28.6% |
| 3Y | +125.2% | +45.1% | +80.2% | +42.2% |
| 5Y | +105.0% | +44.6% | +60.4% | +29.0% |
| 10Y | +481.5% | +133.1% | +348.4% | +111.2% |
| All | +1,522.1% | +582.4% | +939.7% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling