+407.0%
AXP vs XME
+260.6%
+146.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.6% |
| 7D | -0.1% | +0.3% | -0.4% | -0.4% |
| 30D | +4.4% | -6.1% | +10.6% | +7.5% |
| 3M | -6.4% | -18.6% | +12.2% | +3.2% |
| 6M | +4.2% | -23.9% | +28.0% | +17.4% |
| YTD | -12.4% | -9.3% | -3.0% | -12.2% |
| 1Y | -11.1% | +1.8% | -12.9% | -16.9% |
| 3Y | +114.9% | +93.0% | +21.9% | +32.4% |
| 5Y | +87.4% | +107.0% | -19.6% | +5.5% |
| All | +407.0% | +260.6% | +146.4% | +61.0% |
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