+149.4%
XBI vs AXP
+453.0%
-303.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.0% | +2.7% |
| 7D | +3.2% | -1.1% | +4.3% | +3.7% |
| 30D | +2.0% | +5.2% | -3.2% | -0.1% |
| 3M | -0.3% | -4.6% | +4.3% | +1.5% |
| 6M | +16.6% | +3.2% | +13.4% | +14.5% |
| YTD | +28.8% | -11.3% | +40.2% | +33.9% |
| 1Y | +44.6% | -11.0% | +55.6% | +50.0% |
| 3Y | +137.1% | +120.2% | +16.9% | +65.2% |
| 5Y | +22.8% | +91.7% | -69.0% | -11.0% |
| 10Y | +149.4% | +440.3% | -290.9% | +9.3% |
| All | +149.4% | +453.0% | -303.6% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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