+177.9%
XOM vs AXP
+465.7%
-287.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | +5.7% | -4.3% | +10.0% | +7.5% |
| 3M | +6.6% | +4.7% | +1.9% | +3.7% |
| 6M | +7.7% | +9.0% | -1.3% | +2.2% |
| YTD | +36.2% | -11.1% | +47.3% | +40.5% |
| 1Y | +50.5% | +1.3% | +49.2% | +45.4% |
| 3Y | +53.4% | +114.5% | -61.1% | -0.7% |
| 5Y | +254.2% | +118.0% | +136.1% | +114.9% |
| 10Y | +177.9% | +464.9% | -287.0% | +17.4% |
| All | +177.9% | +465.7% | -287.8% | +17.4% |
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