+191.6%
XOM vs AXP
+453.0%
-261.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -8.3% | -1.1% | -7.2% | -7.9% |
| 30D | -2.5% | +5.2% | -7.7% | -4.9% |
| 3M | +8.3% | -4.6% | +12.9% | +10.0% |
| 6M | +15.5% | +3.2% | +12.2% | +12.4% |
| YTD | +39.6% | -11.3% | +51.0% | +43.7% |
| 1Y | +44.6% | -11.0% | +55.6% | +48.2% |
| 3Y | +76.6% | +120.2% | -43.6% | +12.3% |
| 5Y | +195.8% | +91.7% | +104.1% | +92.2% |
| 10Y | +191.6% | +440.3% | -248.7% | +21.2% |
| All | +191.6% | +453.0% | -261.4% | +21.2% |
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