+114.9%
AXP vs XLY
+53.1%
+61.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -0.1% | +2.0% | -2.2% | -1.8% |
| 30D | +4.4% | +7.6% | -3.2% | -1.8% |
| 3M | -6.4% | +1.5% | -7.9% | -7.7% |
| 6M | +4.2% | +1.5% | +2.7% | +2.4% |
| YTD | -12.4% | +1.1% | -13.5% | -13.6% |
| 1Y | -11.1% | +4.3% | -15.4% | -14.7% |
| 3Y | +114.9% | +51.8% | +63.1% | +57.2% |
| All | +114.9% | +53.1% | +61.8% | +57.2% |
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