+448.7%
AXP vs XYL
+129.0%
+319.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | +0.2% |
| 7D | +0.6% | +5.9% | -5.3% | -3.0% |
| 30D | +5.8% | -3.9% | +9.7% | +7.0% |
| 3M | -6.0% | -18.7% | +12.7% | +5.3% |
| 6M | +0.3% | -16.9% | +17.2% | +10.0% |
| YTD | -12.3% | -27.4% | +15.1% | +4.3% |
| 1Y | -11.2% | -34.0% | +22.8% | +12.5% |
| 3Y | +117.0% | +5.6% | +111.4% | +96.2% |
| 5Y | +93.2% | -20.6% | +113.7% | +106.7% |
| All | +448.7% | +129.0% | +319.7% | +214.8% |
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