+86.1%
AXP vs VCLT
-16.7%
+102.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -0.1% | -2.3% | +2.1% | +1.0% |
| 30D | +4.4% | +0.8% | +3.7% | +4.1% |
| 3M | -6.4% | -2.7% | -3.7% | -5.1% |
| 6M | +4.2% | -4.3% | +8.4% | +6.5% |
| YTD | -12.4% | -4.3% | -8.0% | -10.4% |
| 1Y | -11.1% | -4.4% | -6.7% | -9.0% |
| 3Y | +114.9% | +13.8% | +101.1% | +102.4% |
| All | +86.1% | -16.7% | +102.8% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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