+167.2%
XLE vs AXP
+456.7%
-289.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -1.8% |
| 7D | -10.3% | +0.4% | -10.7% | -10.6% |
| 30D | -3.3% | +7.0% | -10.4% | -7.1% |
| 3M | +8.2% | -6.6% | +14.8% | +11.5% |
| 6M | +5.0% | +3.5% | +1.6% | +1.4% |
| YTD | +40.6% | -11.2% | +51.7% | +45.6% |
| 1Y | +45.0% | -10.2% | +55.2% | +48.8% |
| 3Y | +56.3% | +120.0% | -63.7% | -9.3% |
| 5Y | +152.2% | +95.6% | +56.7% | +48.2% |
| All | +167.2% | +456.7% | -289.5% | -12.3% |
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