+70.8%
XLI vs AXP
+87.1%
-16.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | +4.3% | -2.1% | +6.4% | +5.2% |
| 30D | +0.5% | +2.7% | -2.2% | -0.6% |
| 3M | -8.6% | -7.3% | -1.3% | -5.9% |
| 6M | -2.3% | +1.8% | -4.1% | -3.5% |
| YTD | +10.1% | -13.1% | +23.2% | +15.3% |
| 1Y | +11.0% | -13.7% | +24.7% | +16.6% |
| 3Y | +72.3% | +113.1% | -40.8% | +21.5% |
| 5Y | +70.8% | +85.9% | -15.1% | +25.3% |
| All | +70.8% | +87.1% | -16.3% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling