+174.3%
XLE vs AXP
+474.4%
-300.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.3% |
| 7D | +2.2% | -2.1% | +4.3% | +3.3% |
| 30D | +11.8% | -6.5% | +18.3% | +15.7% |
| 3M | +9.8% | +4.6% | +5.2% | +6.1% |
| 6M | +15.6% | +5.4% | +10.2% | +10.3% |
| YTD | +45.3% | -11.1% | +56.4% | +51.1% |
| 1Y | +48.3% | -0.3% | +48.6% | +43.4% |
| 3Y | +55.4% | +111.6% | -56.1% | -7.1% |
| 5Y | +216.1% | +117.6% | +98.5% | +73.6% |
| All | +174.3% | +474.4% | -300.1% | -3.4% |
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