+58.1%
XLE vs AXP
+117.6%
-59.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -12.0% | +0.6% | -12.6% | -12.2% |
| 30D | -2.7% | +5.8% | -8.6% | -4.3% |
| 3M | +6.6% | -6.0% | +12.6% | +8.0% |
| 6M | +9.5% | +0.3% | +9.2% | +8.5% |
| YTD | +40.6% | -12.3% | +52.8% | +45.1% |
| 1Y | +43.6% | -11.2% | +54.8% | +47.3% |
| 3Y | +58.1% | +117.0% | -58.9% | +7.1% |
| All | +58.1% | +117.6% | -59.5% | +7.1% |
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