+0.3%
AXP vs XME
-23.0%
+23.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -1.6% |
| 7D | +0.6% | -4.5% | +5.1% | +1.1% |
| 30D | +5.8% | -10.9% | +16.7% | +7.2% |
| 3M | -6.0% | -15.3% | +9.2% | -4.4% |
| 6M | +0.3% | -24.6% | +24.9% | +2.2% |
| All | +0.3% | -23.0% | +23.3% | +2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling