+467.1%
AXP vs XLRE
+82.9%
+384.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.4% |
| 7D | -2.5% | -0.7% | -1.7% | -1.9% |
| 30D | -5.0% | -2.2% | -2.8% | -3.3% |
| 3M | +1.4% | -2.6% | +4.0% | +3.3% |
| 6M | +6.0% | +2.6% | +3.4% | +3.0% |
| YTD | -12.3% | +9.3% | -21.6% | -19.5% |
| 1Y | +0.3% | +7.2% | -6.9% | -6.5% |
| 3Y | +111.7% | +31.3% | +80.3% | +62.5% |
| 5Y | +114.5% | +8.1% | +106.4% | +94.6% |
| 10Y | +467.1% | +88.9% | +378.1% | +240.7% |
| All | +467.1% | +82.9% | +384.1% | +240.7% |
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