+424.9%
AXP vs XYL
+104.0%
+320.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +1.0% |
| 7D | -2.9% | -5.9% | +3.0% | +0.8% |
| 30D | +3.7% | -7.3% | +11.0% | +7.2% |
| 3M | -4.9% | -22.5% | +17.6% | +9.8% |
| 6M | +4.1% | -14.4% | +18.5% | +11.9% |
| YTD | -11.7% | -29.4% | +17.7% | +6.8% |
| 1Y | -11.7% | -35.6% | +23.9% | +13.6% |
| 3Y | +116.5% | +0.3% | +116.2% | +102.3% |
| 5Y | +89.5% | -22.3% | +111.8% | +105.5% |
| 10Y | +424.9% | +103.2% | +321.7% | +221.9% |
| All | +424.9% | +104.0% | +320.9% | +221.9% |
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