+448.7%
AXP vs XRT
+149.4%
+299.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.1% |
| 7D | +0.6% | +0.9% | -0.3% | -0.1% |
| 30D | +5.8% | +7.9% | -2.1% | +0.4% |
| 3M | -6.0% | -0.2% | -5.8% | -6.2% |
| 6M | +0.3% | +5.6% | -5.3% | -3.9% |
| YTD | -12.3% | +5.7% | -17.9% | -16.0% |
| 1Y | -11.2% | +14.6% | -25.8% | -19.6% |
| 3Y | +117.0% | +50.7% | +66.4% | +62.4% |
| 5Y | +93.2% | -4.8% | +98.0% | +91.3% |
| All | +448.7% | +149.4% | +299.3% | +108.5% |
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