+1,485.9%
AXP vs XLU
+633.0%
+852.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -2.1% | +0.8% | -2.9% | -2.8% |
| 30D | -6.5% | -1.3% | -5.2% | -5.6% |
| 3M | +4.6% | -1.3% | +6.0% | +5.4% |
| 6M | +5.4% | -7.6% | +13.1% | +11.2% |
| YTD | -11.1% | +2.3% | -13.4% | -14.0% |
| 1Y | -0.3% | +5.8% | -6.1% | -6.4% |
| 3Y | +111.6% | +50.5% | +61.0% | +46.7% |
| 5Y | +117.6% | +44.1% | +73.5% | +53.0% |
| 10Y | +474.1% | +138.2% | +335.9% | +159.1% |
| All | +1,485.9% | +633.0% | +852.9% | +164.1% |
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