+34.4%
XLV vs AXP
+115.4%
-81.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -3.7% | -2.5% | -1.2% | -3.2% |
| 30D | -1.1% | -5.0% | +3.9% | 0.0% |
| 3M | +8.2% | +1.4% | +6.9% | +7.7% |
| 6M | +8.9% | +6.0% | +2.9% | +7.2% |
| YTD | +8.5% | -12.3% | +20.8% | +11.1% |
| 1Y | +22.3% | +0.3% | +22.0% | +21.1% |
| 3Y | +32.6% | +111.7% | -79.0% | +8.5% |
| 5Y | +34.4% | +114.5% | -80.2% | +7.3% |
| All | +34.4% | +115.4% | -81.0% | +7.3% |
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