-11.7%
AXP vs VG
+51.8%
-63.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | +0.1% |
| 7D | -2.9% | +5.5% | -8.4% | -2.6% |
| 30D | +3.7% | -3.6% | +7.3% | +3.6% |
| 3M | -4.9% | -4.0% | -0.9% | -4.9% |
| 6M | +4.1% | +9.4% | -5.3% | +4.5% |
| YTD | -11.7% | +86.6% | -98.3% | -15.8% |
| 1Y | -11.7% | +69.5% | -81.2% | -16.0% |
| All | -11.7% | +51.8% | -63.5% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling