+1,465.5%
AXP vs XLU
+639.2%
+826.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +0.6% | -0.7% | +1.3% | +1.2% |
| 30D | +5.8% | +4.8% | +1.0% | +1.9% |
| 3M | -6.0% | +0.2% | -6.2% | -6.4% |
| 6M | +0.3% | -4.3% | +4.6% | +3.1% |
| YTD | -12.3% | +3.1% | -15.4% | -15.9% |
| 1Y | -11.2% | +0.3% | -11.5% | -13.1% |
| 3Y | +117.0% | +52.9% | +64.1% | +48.8% |
| 5Y | +93.2% | +49.1% | +44.0% | +32.2% |
| 10Y | +461.2% | +146.6% | +314.6% | +146.3% |
| All | +1,465.5% | +639.2% | +826.3% | +158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling