+428.4%
AXP vs XME
+270.2%
+158.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.8% |
| 7D | -0.6% | -0.2% | -0.5% | -0.8% |
| 30D | +5.0% | -9.2% | +14.1% | +9.9% |
| 3M | -4.2% | -17.8% | +13.5% | +5.0% |
| 6M | +2.9% | -20.0% | +23.0% | +13.0% |
| YTD | -11.6% | -6.6% | -5.0% | -12.8% |
| 1Y | -11.1% | +1.8% | -12.8% | -16.7% |
| 3Y | +116.7% | +98.7% | +18.0% | +31.5% |
| 5Y | +89.6% | +123.9% | -34.3% | +1.8% |
| 10Y | +428.4% | +277.9% | +150.5% | +63.5% |
| All | +428.4% | +270.2% | +158.2% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling