+1,021.9%
XLE vs AXP
+1,520.1%
-498.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -6.9% | -5.6% |
| 7D | -7.2% | +4.6% | -11.8% | -9.0% |
| 30D | +0.1% | +9.7% | -9.6% | -3.8% |
| 3M | +9.2% | -3.8% | +13.0% | +10.4% |
| 6M | +8.4% | +4.8% | +3.6% | +5.1% |
| YTD | +44.9% | -9.1% | +54.0% | +47.4% |
| 1Y | +49.9% | -6.7% | +56.6% | +50.6% |
| 3Y | +61.1% | +125.2% | -64.1% | +10.3% |
| 5Y | +163.4% | +105.0% | +58.4% | +81.8% |
| 10Y | +181.4% | +481.5% | -300.1% | +30.3% |
| All | +1,021.9% | +1,520.1% | -498.2% | +211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling