+415.6%
XLF vs AXP
+1,463.6%
-1,048.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.2% |
| 7D | +1.2% | +0.6% | +0.6% | +0.8% |
| 30D | +6.3% | +5.8% | +0.5% | +2.5% |
| 3M | -0.8% | -6.0% | +5.2% | +3.0% |
| 6M | +11.0% | +0.3% | +10.7% | +10.1% |
| YTD | +5.6% | -12.3% | +17.9% | +13.2% |
| 1Y | +10.8% | -11.2% | +22.0% | +17.6% |
| 3Y | +77.8% | +117.0% | -39.2% | +2.9% |
| 5Y | +55.6% | +93.2% | -37.5% | -6.6% |
| 10Y | +252.5% | +461.2% | -208.7% | -1.9% |
| All | +415.6% | +1,463.6% | -1,048.0% | -39.9% |
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