+737.8%
AXP vs XME
+242.3%
+495.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -6.5% | +6.0% | -12.5% | -9.6% |
| 3M | +4.6% | -7.7% | +12.4% | +7.7% |
| 6M | +5.4% | +1.0% | +4.5% | +2.7% |
| YTD | -11.1% | +14.6% | -25.8% | -19.9% |
| 1Y | -0.3% | +46.0% | -46.3% | -21.9% |
| 3Y | +111.6% | +127.0% | -15.4% | +29.3% |
| 5Y | +117.6% | +175.8% | -58.2% | +15.9% |
| 10Y | +474.1% | +414.6% | +59.5% | +107.5% |
| All | +737.8% | +242.3% | +495.5% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling