+458.4%
AXP vs XLY
+218.0%
+240.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -2.8% | -3.9% | +1.1% | +0.8% |
| 30D | -5.9% | -6.1% | +0.2% | -0.3% |
| 3M | +2.6% | -1.2% | +3.8% | +3.3% |
| 6M | +6.4% | -1.8% | +8.2% | +7.3% |
| YTD | -12.6% | -5.9% | -6.7% | -8.3% |
| 1Y | +0.2% | -3.1% | +3.3% | +2.1% |
| 3Y | +110.9% | +36.0% | +75.0% | +54.5% |
| 5Y | +114.7% | +27.6% | +87.1% | +61.9% |
| All | +458.4% | +218.0% | +240.4% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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