+464.9%
AXP vs XME
+401.9%
+63.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | +0.6% | +3.6% | -3.0% | -1.3% |
| 30D | -4.3% | +3.6% | -8.0% | -6.4% |
| 3M | +4.7% | +1.2% | +3.5% | +3.0% |
| 6M | +9.0% | +9.0% | -0.1% | +1.6% |
| YTD | -11.1% | +15.9% | -27.1% | -21.1% |
| 1Y | +1.3% | +43.2% | -41.9% | -21.6% |
| 3Y | +114.5% | +137.4% | -22.9% | +20.6% |
| 5Y | +118.0% | +185.0% | -67.0% | +4.3% |
| 10Y | +464.9% | +409.5% | +55.4% | +57.5% |
| All | +464.9% | +401.9% | +63.0% | +57.5% |
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