+217.7%
XLV vs AXP
+418.6%
-200.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +8.6% | +4.4% | +4.1% | +7.3% |
| 3M | +12.6% | -6.4% | +19.0% | +14.6% |
| 6M | +29.8% | +4.2% | +25.6% | +27.9% |
| YTD | +23.5% | -12.4% | +35.9% | +27.1% |
| 1Y | +25.7% | -11.1% | +36.8% | +28.7% |
| 3Y | +56.3% | +114.9% | -58.5% | +21.4% |
| 5Y | +53.1% | +87.4% | -34.3% | +21.0% |
| All | +217.7% | +418.6% | -200.9% | +82.6% |
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