+116.7%
AXP vs XYL
+3.5%
+113.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.8% |
| 7D | -0.6% | +0.6% | -1.2% | -0.9% |
| 30D | +5.0% | -5.7% | +10.7% | +6.6% |
| 3M | -4.2% | -19.8% | +15.5% | +5.4% |
| 6M | +2.9% | -14.2% | +17.1% | +8.7% |
| YTD | -11.6% | -28.1% | +16.5% | +2.4% |
| 1Y | -11.1% | -35.0% | +23.9% | +9.4% |
| 3Y | +116.7% | +2.1% | +114.6% | +109.2% |
| All | +116.7% | +3.5% | +113.3% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling