+111.1%
AXP vs XLY
+34.6%
+76.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.2% |
| 7D | -2.5% | -2.1% | -0.4% | -0.8% |
| 30D | -5.0% | -6.0% | +1.0% | -0.1% |
| 3M | +1.4% | -2.7% | +4.1% | +3.4% |
| 6M | +6.0% | -1.5% | +7.5% | +6.6% |
| YTD | -12.3% | -5.4% | -6.9% | -8.6% |
| 1Y | +0.3% | -3.8% | +4.1% | +2.7% |
| All | +111.1% | +34.6% | +76.5% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling