+389.3%
AXP vs XLRE
+116.9%
+272.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -0.6% | +2.1% | -2.7% | -2.3% |
| 30D | +5.0% | +7.1% | -2.2% | -0.8% |
| 3M | -4.2% | +1.3% | -5.5% | -5.3% |
| 6M | +2.9% | +2.1% | +0.8% | +0.7% |
| YTD | -11.6% | +13.1% | -24.7% | -20.8% |
| 1Y | -11.1% | +11.9% | -23.0% | -19.6% |
| 3Y | +116.7% | +43.7% | +73.1% | +56.7% |
| 5Y | +89.6% | +9.7% | +79.9% | +71.2% |
| 10Y | +428.4% | +113.0% | +315.4% | +212.3% |
| All | +389.3% | +116.9% | +272.4% | +193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling