+86.1%
AXP vs XLY
+22.7%
+63.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -0.1% | +2.0% | -2.2% | -1.7% |
| 30D | +4.4% | +7.6% | -3.2% | -1.4% |
| 3M | -6.4% | +1.5% | -7.9% | -7.6% |
| 6M | +4.2% | +1.5% | +2.7% | +2.5% |
| YTD | -12.4% | +1.1% | -13.5% | -13.6% |
| 1Y | -11.1% | +4.3% | -15.4% | -14.5% |
| 3Y | +114.9% | +51.8% | +63.1% | +55.0% |
| All | +86.1% | +22.7% | +63.5% | +54.4% |
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