+465.4%
AXP vs XOP
+52.0%
+413.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -2.1% | +2.6% | -4.7% | -3.1% |
| 30D | -6.5% | +15.4% | -22.0% | -11.9% |
| 3M | +4.6% | +12.1% | -7.4% | -0.9% |
| 6M | +5.4% | +19.7% | -14.3% | -3.9% |
| YTD | -11.1% | +52.4% | -63.5% | -27.1% |
| 1Y | -0.3% | +47.6% | -47.9% | -17.5% |
| 3Y | +111.6% | +34.4% | +77.2% | +79.5% |
| 5Y | +117.6% | +154.4% | -36.8% | +34.1% |
| All | +465.4% | +52.0% | +413.4% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 10y: compounded portfolio wealth divided by compounded XOP 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…
10y analysis · Full analysis span regression · 6 months rolling