+425.1%
XLF vs AXP
+1,449.4%
-1,024.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | +0.3% |
| 7D | +1.2% | -2.1% | +3.4% | +2.6% |
| 30D | +6.2% | +2.7% | +3.5% | +4.4% |
| 3M | +0.9% | -7.3% | +8.1% | +5.6% |
| 6M | +13.6% | +1.8% | +11.9% | +11.7% |
| YTD | +7.6% | -13.1% | +20.6% | +15.9% |
| 1Y | +10.2% | -13.7% | +23.9% | +19.1% |
| 3Y | +79.8% | +113.1% | -33.3% | +5.3% |
| 5Y | +58.0% | +85.9% | -27.9% | -2.8% |
| 10Y | +222.8% | +416.7% | -193.9% | -5.2% |
| All | +425.1% | +1,449.4% | -1,024.2% | -38.4% |
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