+424.9%
AXP vs XRT
+145.8%
+279.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.9% | -1.4% | -1.4% | -2.0% |
| 30D | +3.7% | +9.8% | -6.1% | -2.7% |
| 3M | -4.9% | +3.3% | -8.2% | -7.2% |
| 6M | +4.1% | +13.6% | -9.5% | -5.0% |
| YTD | -11.7% | +9.1% | -20.7% | -17.3% |
| 1Y | -11.7% | +15.1% | -26.8% | -20.2% |
| 3Y | +116.5% | +59.9% | +56.5% | +55.7% |
| 5Y | +89.5% | -1.7% | +91.2% | +83.7% |
| 10Y | +424.9% | +141.1% | +283.8% | +101.2% |
| All | +424.9% | +145.8% | +279.1% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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