+117.0%
AXP vs XOP
+25.8%
+91.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.6% | -14.7% | +15.3% | +5.1% |
| 30D | +5.8% | -7.7% | +13.5% | +7.8% |
| 3M | -6.0% | +4.4% | -10.5% | -8.2% |
| 6M | +0.3% | +3.5% | -3.2% | -2.4% |
| YTD | -12.3% | +39.4% | -51.7% | -27.5% |
| 1Y | -11.2% | +39.8% | -51.0% | -27.0% |
| 3Y | +117.0% | +29.7% | +87.4% | +81.0% |
| All | +117.0% | +25.8% | +91.2% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling