+85.9%
AXP vs XME
+112.8%
-26.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -0.7% |
| 7D | -2.1% | +5.3% | -7.5% | -4.3% |
| 30D | +2.7% | -8.2% | +10.9% | +6.0% |
| 3M | -7.3% | -18.4% | +11.1% | +0.2% |
| 6M | +1.8% | -22.8% | +24.6% | +11.6% |
| YTD | -13.1% | -7.9% | -5.2% | -13.8% |
| 1Y | -13.7% | -0.9% | -12.9% | -17.6% |
| 3Y | +113.1% | +96.0% | +17.2% | +37.3% |
| 5Y | +85.9% | +110.3% | -24.4% | +13.0% |
| All | +85.9% | +112.8% | -26.8% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling