+114.5%
AXP vs XLY
+27.1%
+87.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.3% |
| 7D | -2.5% | -2.1% | -0.4% | -0.9% |
| 30D | -5.0% | -6.0% | +1.0% | -0.4% |
| 3M | +1.4% | -2.7% | +4.1% | +3.3% |
| 6M | +6.0% | -1.5% | +7.5% | +6.6% |
| YTD | -12.3% | -5.4% | -6.9% | -8.9% |
| 1Y | +0.3% | -3.8% | +4.1% | +2.6% |
| 3Y | +111.7% | +36.6% | +75.1% | +66.1% |
| 5Y | +114.5% | +27.4% | +87.2% | +69.6% |
| All | +114.5% | +27.1% | +87.5% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling