+469.1%
AXP vs XRT
+128.5%
+340.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.8% |
| 7D | -2.1% | +0.8% | -2.9% | -2.6% |
| 30D | -6.5% | -4.2% | -2.4% | -3.9% |
| 3M | +4.6% | +5.1% | -0.4% | +1.0% |
| 6M | +5.4% | +2.4% | +3.0% | +3.3% |
| YTD | -11.1% | +3.2% | -14.3% | -13.4% |
| 1Y | -0.3% | +1.5% | -1.8% | -1.9% |
| 3Y | +111.6% | +40.6% | +71.0% | +66.0% |
| 5Y | +117.6% | -1.0% | +118.6% | +109.2% |
| All | +469.1% | +128.5% | +340.7% | +130.2% |
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