+1,485.9%
AXP vs XLY
+1,135.1%
+350.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | +0.3% |
| 7D | -2.1% | -2.0% | -0.2% | -0.1% |
| 30D | -6.5% | -3.1% | -3.4% | -3.5% |
| 3M | +4.6% | -1.8% | +6.5% | +6.0% |
| 6M | +5.4% | -0.9% | +6.3% | +5.3% |
| YTD | -11.1% | -3.4% | -7.7% | -8.9% |
| 1Y | -0.3% | -1.5% | +1.2% | -0.1% |
| 3Y | +111.6% | +38.8% | +72.8% | +46.3% |
| 5Y | +117.6% | +30.5% | +87.1% | +53.3% |
| 10Y | +474.1% | +215.3% | +258.8% | +56.7% |
| All | +1,485.9% | +1,135.1% | +350.7% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling