+407.0%
AXP vs XLRE
+112.9%
+294.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.1% | +0.8% | -1.0% | -0.8% |
| 30D | +4.4% | +6.9% | -2.5% | -1.4% |
| 3M | -6.4% | -0.8% | -5.6% | -5.9% |
| 6M | +4.2% | +2.1% | +2.1% | +1.7% |
| YTD | -12.4% | +12.6% | -25.0% | -21.7% |
| 1Y | -11.1% | +12.5% | -23.6% | -20.5% |
| 3Y | +114.9% | +44.2% | +70.7% | +51.3% |
| 5Y | +87.4% | +9.1% | +78.3% | +68.9% |
| All | +407.0% | +112.9% | +294.1% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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