+448.7%
AXP vs XME
+300.2%
+148.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -3.0% |
| 7D | +0.6% | -4.5% | +5.1% | +2.9% |
| 30D | +5.8% | -10.9% | +16.7% | +12.0% |
| 3M | -6.0% | -15.3% | +9.2% | +1.4% |
| 6M | +0.3% | -24.6% | +24.9% | +13.7% |
| YTD | -12.3% | -9.6% | -2.6% | -11.9% |
| 1Y | -11.2% | +2.9% | -14.2% | -17.5% |
| 3Y | +117.0% | +86.9% | +30.1% | +36.7% |
| 5Y | +93.2% | +115.2% | -22.0% | +6.3% |
| All | +448.7% | +300.2% | +148.5% | +70.2% |
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