+211.6%
XOM vs AXP
+86.8%
+124.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +2.8% | -0.1% | +3.0% | +2.9% |
| 30D | -3.6% | +4.4% | -8.1% | -4.6% |
| 3M | +8.2% | -6.4% | +14.7% | +9.6% |
| 6M | +14.0% | +4.2% | +9.9% | +12.2% |
| YTD | +44.6% | -12.4% | +57.0% | +47.8% |
| 1Y | +47.8% | -11.1% | +58.9% | +50.3% |
| 3Y | +79.6% | +114.9% | -35.3% | +40.1% |
| All | +211.6% | +86.8% | +124.8% | +145.0% |
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