+391.9%
AXP vs XLRE
+112.0%
+279.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.5% |
| 7D | -2.1% | -1.2% | -0.9% | -1.1% |
| 30D | -6.5% | -2.8% | -3.7% | -4.4% |
| 3M | +4.6% | -0.2% | +4.8% | +4.4% |
| 6M | +5.4% | +1.9% | +3.5% | +3.1% |
| YTD | -11.1% | +10.6% | -21.7% | -18.8% |
| 1Y | -0.3% | +8.8% | -9.1% | -7.8% |
| 3Y | +111.6% | +31.5% | +80.0% | +64.5% |
| 5Y | +117.6% | +6.6% | +111.0% | +101.1% |
| 10Y | +474.1% | +84.0% | +390.1% | +257.9% |
| All | +391.9% | +112.0% | +279.9% | +200.8% |
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