+58.1%
XLE vs AXP
+120.3%
-62.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.4% |
| 7D | -10.3% | +0.4% | -10.7% | -10.4% |
| 30D | -3.3% | +7.0% | -10.4% | -5.1% |
| 3M | +8.2% | -6.6% | +14.8% | +9.9% |
| 6M | +5.0% | +3.5% | +1.6% | +3.1% |
| YTD | +40.6% | -11.2% | +51.7% | +44.7% |
| 1Y | +45.0% | -10.2% | +55.2% | +48.4% |
| All | +58.1% | +120.3% | -62.2% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling