+89.6%
AXP vs XLU
+49.0%
+40.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +0.6% | -0.7% | +1.3% | +0.9% |
| 30D | +5.8% | +4.8% | +1.0% | +3.6% |
| 3M | -6.0% | +0.2% | -6.2% | -6.2% |
| 6M | +0.3% | -4.3% | +4.6% | +2.1% |
| YTD | -12.3% | +3.1% | -15.4% | -14.6% |
| 1Y | -11.2% | +0.3% | -11.5% | -12.4% |
| 3Y | +117.0% | +52.9% | +64.1% | +70.2% |
| All | +89.6% | +49.0% | +40.6% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling