+49.9%
XLE vs AXP
-6.4%
+56.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -6.9% | -4.4% |
| 7D | -7.2% | +4.6% | -11.8% | -6.5% |
| 30D | +0.1% | +9.7% | -9.6% | +1.4% |
| 3M | +9.2% | -3.8% | +13.0% | +8.7% |
| 6M | +8.4% | +4.8% | +3.6% | +9.1% |
| YTD | +44.9% | -9.1% | +54.0% | +48.4% |
| 1Y | +49.9% | -6.7% | +56.6% | +52.8% |
| All | +49.9% | -6.4% | +56.3% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling