+464.9%
AXP vs ITOT
+292.7%
+172.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.7% |
| 7D | +0.6% | +0.7% | -0.1% | -0.2% |
| 30D | -4.3% | -1.1% | -3.2% | -3.0% |
| 3M | +4.7% | +3.9% | +0.8% | -0.3% |
| 6M | +9.0% | +14.7% | -5.8% | -8.8% |
| YTD | -11.1% | +13.3% | -24.5% | -24.4% |
| 1Y | +1.3% | +19.1% | -17.9% | -19.2% |
| 3Y | +114.5% | +77.3% | +37.1% | +4.2% |
| 5Y | +118.0% | +74.1% | +44.0% | +8.9% |
| 10Y | +464.9% | +293.1% | +171.8% | +4.9% |
| All | +464.9% | +292.7% | +172.2% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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