+167.2%
XLE vs AXP
+449.9%
-282.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | -12.0% | +0.6% | -12.6% | -12.4% |
| 30D | -2.7% | +5.8% | -8.6% | -6.0% |
| 3M | +6.6% | -6.0% | +12.6% | +9.5% |
| 6M | +9.5% | +0.3% | +9.2% | +7.6% |
| YTD | +40.6% | -12.3% | +52.8% | +46.6% |
| 1Y | +43.6% | -11.2% | +54.8% | +48.3% |
| 3Y | +58.1% | +117.0% | -58.9% | -7.6% |
| 5Y | +152.2% | +93.2% | +59.0% | +49.2% |
| All | +167.2% | +449.9% | -282.7% | -11.8% |
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 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