+235.2%
XLI vs AXP
+453.0%
-217.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.3% |
| 7D | -0.5% | -1.1% | +0.6% | 0.0% |
| 30D | -0.2% | +5.2% | -5.5% | -2.6% |
| 3M | -8.6% | -4.6% | -4.0% | -6.7% |
| 6M | -2.0% | +3.2% | -5.2% | -4.0% |
| YTD | +9.7% | -11.3% | +21.1% | +14.7% |
| 1Y | +11.4% | -11.0% | +22.4% | +16.0% |
| 3Y | +74.2% | +120.2% | -46.0% | +13.8% |
| 5Y | +70.0% | +91.7% | -21.8% | +15.1% |
| 10Y | +235.2% | +440.3% | -205.1% | +30.8% |
| All | +235.2% | +453.0% | -217.8% | +30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling