+182.4%
AXP vs ROIV
+287.3%
-104.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.6% |
| 7D | -1.1% | +13.3% | -14.4% | -2.4% |
| 30D | +5.2% | +14.8% | -9.5% | +3.8% |
| 3M | -4.6% | +11.9% | -16.5% | -5.9% |
| 6M | +3.2% | +42.4% | -39.2% | -0.9% |
| YTD | -11.3% | +87.4% | -98.8% | -17.4% |
| 1Y | -11.0% | +97.2% | -108.2% | -17.5% |
| 3Y | +120.2% | +375.7% | -255.5% | +87.6% |
| 5Y | +91.7% | +379.0% | -287.3% | +49.4% |
| All | +182.4% | +287.3% | -104.9% | +125.6% |
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