+59.3%
XLF vs AXP
+86.8%
-27.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +7.6% | +4.4% | +3.2% | +5.3% |
| 3M | +1.1% | -6.4% | +7.5% | +4.4% |
| 6M | +15.9% | +4.2% | +11.7% | +13.1% |
| YTD | +8.4% | -12.4% | +20.8% | +14.8% |
| 1Y | +12.5% | -11.1% | +23.6% | +18.1% |
| 3Y | +81.6% | +114.9% | -33.3% | +18.3% |
| All | +59.3% | +86.8% | -27.5% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling