+390.6%
AXP vs XLRE
+117.2%
+273.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | -0.1% |
| 7D | -1.1% | +2.3% | -3.4% | -2.9% |
| 30D | +5.2% | +7.3% | -2.0% | -0.6% |
| 3M | -4.6% | +0.1% | -4.7% | -4.8% |
| 6M | +3.2% | +2.3% | +1.0% | +0.8% |
| YTD | -11.3% | +13.3% | -24.6% | -20.7% |
| 1Y | -11.0% | +12.0% | -23.0% | -19.6% |
| 3Y | +120.2% | +45.5% | +74.7% | +57.5% |
| 5Y | +91.7% | +9.3% | +82.4% | +73.7% |
| 10Y | +440.3% | +110.1% | +330.2% | +220.2% |
| All | +390.6% | +117.2% | +273.4% | +193.9% |
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