+440.3%
AXP vs XYL
+129.6%
+310.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.1% |
| 7D | -1.1% | +2.1% | -3.2% | -2.4% |
| 30D | +5.2% | -3.4% | +8.6% | +6.0% |
| 3M | -4.6% | -17.2% | +12.6% | +5.7% |
| 6M | +3.2% | -12.0% | +15.3% | +9.2% |
| YTD | -11.3% | -26.3% | +14.9% | +4.4% |
| 1Y | -11.0% | -33.5% | +22.5% | +12.3% |
| 3Y | +120.2% | +6.4% | +113.8% | +98.2% |
| 5Y | +91.7% | -20.9% | +112.6% | +106.1% |
| 10Y | +440.3% | +120.8% | +319.5% | +215.5% |
| All | +440.3% | +129.6% | +310.7% | +215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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