+116.7%
AXP vs XME
+99.4%
+17.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.4% |
| 7D | -0.6% | -0.2% | -0.5% | -0.7% |
| 30D | +5.0% | -9.2% | +14.1% | +8.3% |
| 3M | -4.2% | -17.8% | +13.5% | +1.9% |
| 6M | +2.9% | -20.0% | +23.0% | +9.8% |
| YTD | -11.6% | -6.6% | -5.0% | -13.3% |
| 1Y | -11.1% | +1.8% | -12.8% | -16.5% |
| 3Y | +116.7% | +98.7% | +18.0% | +34.4% |
| All | +116.7% | +99.4% | +17.4% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling