+464.9%
AXP vs XLU
+139.3%
+325.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.6% |
| 7D | +0.6% | +2.1% | -1.5% | -0.8% |
| 30D | -4.3% | -0.4% | -4.0% | -4.2% |
| 3M | +4.7% | +0.5% | +4.2% | +4.1% |
| 6M | +9.0% | -5.8% | +14.8% | +12.5% |
| YTD | -11.1% | +3.1% | -14.3% | -14.1% |
| 1Y | +1.3% | +8.1% | -6.8% | -5.5% |
| 3Y | +114.5% | +50.5% | +64.0% | +56.5% |
| 5Y | +118.0% | +44.7% | +73.3% | +61.1% |
| 10Y | +464.9% | +136.8% | +328.1% | +251.4% |
| All | +464.9% | +139.3% | +325.7% | +251.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 10y: compounded portfolio wealth divided by compounded XLU 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…
10y analysis · Full analysis span regression · 6 months rolling