+440.3%
AXP vs VEA
+160.3%
+280.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | -2.5% |
| 7D | -1.1% | +0.4% | -1.5% | -1.8% |
| 30D | +5.2% | -0.7% | +5.9% | +5.9% |
| 3M | -4.6% | -3.9% | -0.7% | -0.3% |
| 6M | +3.2% | -0.6% | +3.8% | +2.5% |
| YTD | -11.3% | +12.9% | -24.3% | -26.1% |
| 1Y | -11.0% | +18.4% | -29.4% | -30.2% |
| 3Y | +120.2% | +75.3% | +44.9% | +2.1% |
| 5Y | +91.7% | +54.3% | +37.4% | +6.9% |
| 10Y | +440.3% | +158.0% | +282.3% | +71.0% |
| All | +440.3% | +160.3% | +280.0% | +71.0% |
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