+114.5%
AXP vs XLRE
+6.4%
+108.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.5% |
| 7D | -2.5% | -0.7% | -1.7% | -2.0% |
| 30D | -5.0% | -2.2% | -2.8% | -3.5% |
| 3M | +1.4% | -2.6% | +4.0% | +3.0% |
| 6M | +6.0% | +2.6% | +3.4% | +3.4% |
| YTD | -12.3% | +9.3% | -21.6% | -18.5% |
| 1Y | +0.3% | +7.2% | -6.9% | -5.5% |
| 3Y | +111.7% | +31.3% | +80.3% | +69.2% |
| 5Y | +114.5% | +8.1% | +106.4% | +102.7% |
| All | +114.5% | +6.4% | +108.1% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling