+424.9%
AXP vs VALE
+200.9%
+224.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.9% | +1.3% | -4.2% | -3.3% |
| 30D | +3.7% | -14.3% | +18.1% | +8.6% |
| 3M | -4.9% | -16.8% | +11.9% | +0.2% |
| 6M | +4.1% | -30.2% | +34.3% | +15.6% |
| YTD | -11.7% | -8.6% | -3.1% | -11.0% |
| 1Y | -11.7% | +1.6% | -13.4% | -14.1% |
| 3Y | +116.5% | +4.1% | +112.4% | +105.0% |
| 5Y | +89.5% | +38.7% | +50.8% | +52.8% |
| 10Y | +424.9% | +214.6% | +210.3% | +218.9% |
| All | +424.9% | +200.9% | +224.0% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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