+1,463.6%
AXP vs XLY
+1,192.5%
+271.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | -0.1% | +2.0% | -2.2% | -2.2% |
| 30D | +4.4% | +7.6% | -3.2% | -3.3% |
| 3M | -6.4% | +1.5% | -7.9% | -8.2% |
| 6M | +4.2% | +1.5% | +2.7% | +1.6% |
| YTD | -12.4% | +1.1% | -13.5% | -14.5% |
| 1Y | -11.1% | +4.3% | -15.4% | -16.0% |
| 3Y | +114.9% | +51.8% | +63.1% | +35.6% |
| 5Y | +87.4% | +22.8% | +64.6% | +41.7% |
| 10Y | +420.8% | +233.4% | +187.4% | +33.9% |
| All | +1,463.6% | +1,192.5% | +271.2% | -2.8% |
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 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