+448.7%
AXP vs VIG
+257.3%
+191.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | +0.6% | -1.8% | +2.4% | +3.1% |
| 30D | +5.8% | +2.7% | +3.1% | +1.9% |
| 3M | -6.0% | 0.0% | -6.0% | -6.0% |
| 6M | +0.3% | +6.8% | -6.5% | -8.6% |
| YTD | -12.3% | +12.1% | -24.3% | -25.4% |
| 1Y | -11.2% | +14.8% | -26.1% | -27.0% |
| 3Y | +117.0% | +62.4% | +54.6% | +11.3% |
| 5Y | +93.2% | +59.6% | +33.6% | +2.8% |
| All | +448.7% | +257.3% | +191.4% | +12.1% |
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