+3.1%
AXP vs VG
-51.4%
+54.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -2.1% |
| 7D | +0.4% | -22.0% | +22.4% | +1.5% |
| 30D | +7.0% | -14.7% | +21.8% | +7.6% |
| 3M | -6.6% | -7.1% | +0.5% | -6.7% |
| 6M | +3.5% | -11.2% | +14.6% | +3.1% |
| YTD | -11.2% | +69.8% | -81.0% | -19.2% |
| 1Y | -10.2% | +49.9% | -60.0% | -17.4% |
| All | +3.1% | -51.4% | +54.5% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling