+91.7%
AXP vs XLRE
+9.5%
+82.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | 0.0% |
| 7D | -1.1% | +2.3% | -3.4% | -2.7% |
| 30D | +5.2% | +7.3% | -2.0% | 0.0% |
| 3M | -4.6% | +0.1% | -4.7% | -4.7% |
| 6M | +3.2% | +2.3% | +1.0% | +1.1% |
| YTD | -11.3% | +13.3% | -24.6% | -19.8% |
| 1Y | -11.0% | +12.0% | -23.0% | -18.8% |
| 3Y | +120.2% | +45.5% | +74.7% | +62.3% |
| 5Y | +91.7% | +9.3% | +82.4% | +73.0% |
| All | +91.7% | +9.5% | +82.2% | +73.0% |
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