+117.0%
AXP vs XYL
-17.7%
+134.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | 0.0% |
| 7D | -2.1% | -5.0% | +2.9% | +0.6% |
| 30D | -6.5% | -13.2% | +6.7% | +0.6% |
| 3M | +4.6% | -3.7% | +8.4% | +6.1% |
| 6M | +5.4% | -17.7% | +23.1% | +15.9% |
| YTD | -11.1% | -21.5% | +10.4% | -0.1% |
| 1Y | -0.3% | -24.5% | +24.2% | +14.5% |
| 3Y | +111.6% | +6.9% | +104.6% | +97.5% |
| All | +117.0% | -17.7% | +134.7% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling