+422.3%
XLF vs AXP
+1,483.9%
-1,061.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.1% |
| 7D | 0.0% | -2.1% | +2.1% | +1.3% |
| 30D | +0.2% | -6.5% | +6.7% | +4.5% |
| 3M | +11.7% | +4.6% | +7.1% | +8.1% |
| 6M | +13.8% | +5.4% | +8.4% | +9.2% |
| YTD | +7.0% | -11.1% | +18.1% | +13.8% |
| 1Y | +9.1% | -0.3% | +9.4% | +7.3% |
| 3Y | +75.6% | +111.6% | -36.0% | +3.2% |
| 5Y | +66.4% | +117.6% | -51.1% | -7.8% |
| 10Y | +250.3% | +474.1% | -223.8% | -4.3% |
| All | +422.3% | +1,483.9% | -1,061.6% | -39.5% |
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