+741.3%
AXP vs VIG
+623.5%
+117.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.4% |
| 7D | -2.1% | -0.4% | -1.7% | -1.5% |
| 30D | -6.5% | -1.0% | -5.6% | -5.1% |
| 3M | +4.6% | +2.8% | +1.9% | +0.4% |
| 6M | +5.4% | +8.2% | -2.8% | -6.6% |
| YTD | -11.1% | +11.0% | -22.1% | -24.2% |
| 1Y | -0.3% | +16.1% | -16.4% | -20.6% |
| 3Y | +111.6% | +56.2% | +55.4% | +8.8% |
| 5Y | +117.6% | +63.0% | +54.6% | +5.6% |
| 10Y | +474.1% | +241.4% | +232.7% | -10.3% |
| All | +741.3% | +623.5% | +117.8% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling