+1,117.4%
XLI vs AXP
+1,483.9%
-366.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.9% |
| 7D | -1.1% | -2.1% | +1.1% | -0.2% |
| 30D | -5.9% | -6.5% | +0.6% | -3.3% |
| 3M | -0.3% | +4.6% | -4.9% | -2.4% |
| 6M | +0.1% | +5.4% | -5.3% | -2.5% |
| YTD | +13.6% | -11.1% | +24.7% | +18.1% |
| 1Y | +17.2% | -0.3% | +17.5% | +15.7% |
| 3Y | +68.2% | +111.6% | -43.4% | +19.5% |
| 5Y | +80.7% | +117.6% | -36.9% | +23.6% |
| 10Y | +253.3% | +474.1% | -220.9% | +56.4% |
| All | +1,117.4% | +1,483.9% | -366.5% | +196.3% |
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 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