-11.2%
AXP vs XME
+2.5%
-13.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -1.8% |
| 7D | +0.6% | -4.5% | +5.1% | +1.4% |
| 30D | +5.8% | -10.9% | +16.7% | +8.0% |
| 3M | -6.0% | -15.3% | +9.2% | -3.5% |
| 6M | +0.3% | -24.6% | +24.9% | +5.1% |
| YTD | -12.3% | -9.6% | -2.6% | -15.5% |
| 1Y | -11.2% | +2.9% | -14.2% | -19.7% |
| All | -11.2% | +2.5% | -13.7% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling