+424.9%
AXP vs VIG
+264.3%
+160.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -1.2% |
| 7D | -2.9% | -0.3% | -2.5% | -2.5% |
| 30D | +3.7% | +4.9% | -1.2% | -3.2% |
| 3M | -4.9% | +2.9% | -7.8% | -8.8% |
| 6M | +4.1% | +11.2% | -7.2% | -10.6% |
| YTD | -11.7% | +16.0% | -27.7% | -28.5% |
| 1Y | -11.7% | +17.0% | -28.7% | -29.3% |
| 3Y | +116.5% | +66.9% | +49.6% | +6.8% |
| 5Y | +89.5% | +65.8% | +23.7% | -4.5% |
| 10Y | +424.9% | +263.6% | +161.3% | +3.7% |
| All | +424.9% | +264.3% | +160.6% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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