+424.9%
AXP vs XME
+277.3%
+147.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | -2.9% | +1.5% | -4.4% | -3.8% |
| 30D | +3.7% | -7.3% | +11.0% | +7.4% |
| 3M | -4.9% | -17.4% | +12.5% | +4.1% |
| 6M | +4.1% | -21.8% | +25.9% | +15.7% |
| YTD | -11.7% | -6.0% | -5.7% | -13.2% |
| 1Y | -11.7% | +3.8% | -15.5% | -18.2% |
| 3Y | +116.5% | +100.0% | +16.5% | +30.9% |
| 5Y | +89.5% | +116.1% | -26.6% | +4.2% |
| 10Y | +424.9% | +280.6% | +144.3% | +60.8% |
| All | +424.9% | +277.3% | +147.6% | +60.8% |
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