+179.5%
AXP vs ROIV
+270.3%
-90.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.8% |
| 7D | +0.6% | +5.3% | -4.7% | 0.0% |
| 30D | +5.8% | +11.9% | -6.1% | +4.6% |
| 3M | -6.0% | +10.7% | -16.7% | -7.2% |
| 6M | +0.3% | +34.9% | -34.6% | -3.2% |
| YTD | -12.3% | +79.2% | -91.4% | -17.9% |
| 1Y | -11.2% | +89.0% | -100.3% | -17.4% |
| 3Y | +117.0% | +337.3% | -220.3% | +86.3% |
| 5Y | +93.2% | +402.3% | -309.2% | +50.8% |
| All | +179.5% | +270.3% | -90.7% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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