+163.9%
XLE vs AXP
+453.0%
-289.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | -7.9% | -1.1% | -6.8% | -7.4% |
| 30D | -4.8% | +5.2% | -10.1% | -7.7% |
| 3M | +8.4% | -4.6% | +12.9% | +10.5% |
| 6M | +12.7% | +3.2% | +9.5% | +8.9% |
| YTD | +41.3% | -11.3% | +52.6% | +46.5% |
| 1Y | +42.3% | -11.0% | +53.3% | +46.8% |
| 3Y | +65.1% | +120.2% | -55.1% | -4.3% |
| 5Y | +150.2% | +91.7% | +58.5% | +49.0% |
| 10Y | +163.9% | +440.3% | -276.4% | -11.3% |
| All | +163.9% | +453.0% | -289.1% | -11.3% |
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