+252.4%
XLI vs AXP
+465.7%
-213.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.0% | +0.6% | +0.4% | +0.7% |
| 30D | -5.8% | -4.3% | -1.5% | -3.9% |
| 3M | +0.7% | +4.7% | -4.0% | -1.8% |
| 6M | +3.2% | +9.0% | -5.8% | -1.5% |
| YTD | +13.0% | -11.1% | +24.2% | +18.1% |
| 1Y | +16.8% | +1.3% | +15.5% | +14.1% |
| 3Y | +72.4% | +114.5% | -42.1% | +14.6% |
| 5Y | +82.8% | +118.0% | -35.3% | +16.0% |
| 10Y | +252.4% | +464.9% | -212.5% | +48.8% |
| All | +252.4% | +465.7% | -213.2% | +48.8% |
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