+898.9%
XBI vs AXP
+743.8%
+155.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | +0.8% | +5.0% | -4.1% | -1.0% |
| 3M | -1.9% | -4.2% | +2.4% | -0.4% |
| 6M | +15.2% | +2.9% | +12.3% | +13.5% |
| YTD | +27.3% | -11.6% | +38.9% | +32.1% |
| 1Y | +41.5% | -11.1% | +52.5% | +46.4% |
| 3Y | +133.1% | +116.7% | +16.3% | +69.9% |
| 5Y | +23.7% | +89.6% | -66.0% | -6.4% |
| 10Y | +139.0% | +428.4% | -289.4% | +17.4% |
| All | +898.9% | +743.8% | +155.1% | +253.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling