+86.1%
AXP vs XYL
-23.3%
+109.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.1% | -3.7% | +3.6% | +1.7% |
| 30D | +4.4% | -8.3% | +12.8% | +7.8% |
| 3M | -6.4% | -21.4% | +15.0% | +4.5% |
| 6M | +4.2% | -12.9% | +17.1% | +9.4% |
| YTD | -12.4% | -30.1% | +17.7% | +3.1% |
| 1Y | -11.1% | -35.2% | +24.0% | +9.2% |
| 3Y | +114.9% | -0.8% | +115.6% | +104.8% |
| All | +86.1% | -23.3% | +109.5% | +106.0% |
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