+428.4%
AXP vs VEA
+156.1%
+272.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.7% |
| 7D | -0.6% | 0.0% | -0.6% | -0.8% |
| 30D | +5.0% | -1.4% | +6.4% | +6.6% |
| 3M | -4.2% | -4.1% | -0.2% | +0.3% |
| 6M | +2.9% | -1.3% | +4.3% | +3.2% |
| YTD | -11.6% | +12.1% | -23.7% | -25.6% |
| 1Y | -11.1% | +16.1% | -27.1% | -28.4% |
| 3Y | +116.7% | +73.0% | +43.7% | +2.1% |
| 5Y | +89.6% | +55.1% | +34.5% | +4.8% |
| 10Y | +428.4% | +156.9% | +271.5% | +67.0% |
| All | +428.4% | +156.1% | +272.3% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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