+200.7%
XOM vs AXP
+91.7%
+109.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.6% |
| 7D | -11.4% | +0.6% | -12.0% | -11.6% |
| 30D | +1.1% | +5.8% | -4.7% | -0.2% |
| 3M | +7.8% | -6.0% | +13.8% | +9.0% |
| 6M | +13.0% | +0.3% | +12.7% | +12.2% |
| YTD | +40.6% | -12.3% | +52.9% | +43.7% |
| 1Y | +49.1% | -11.2% | +60.3% | +51.7% |
| 3Y | +72.9% | +117.0% | -44.1% | +34.6% |
| All | +200.7% | +91.7% | +109.1% | +134.2% |
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 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