+117.0%
AXP vs XYL
+5.2%
+111.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.2% |
| 7D | +0.6% | +5.9% | -5.3% | -2.0% |
| 30D | +5.8% | -3.9% | +9.7% | +6.6% |
| 3M | -6.0% | -18.7% | +12.7% | +2.8% |
| 6M | +0.3% | -16.9% | +17.2% | +7.9% |
| YTD | -12.3% | -27.4% | +15.1% | +1.2% |
| 1Y | -11.2% | -34.0% | +22.8% | +8.4% |
| 3Y | +117.0% | +5.6% | +111.4% | +104.7% |
| All | +117.0% | +5.2% | +111.8% | +104.7% |
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