+67.4%
XLI vs AXP
+117.6%
-50.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | -2.8% | +0.6% | -3.4% | -3.0% |
| 30D | -3.1% | +5.8% | -8.9% | -5.2% |
| 3M | -11.7% | -6.0% | -5.7% | -9.7% |
| 6M | -7.6% | +0.3% | -7.9% | -8.1% |
| YTD | +5.7% | -12.3% | +18.0% | +10.2% |
| 1Y | +7.8% | -11.2% | +19.1% | +11.8% |
| 3Y | +67.4% | +117.0% | -49.6% | +22.4% |
| All | +67.4% | +117.6% | -50.2% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling