+730.6%
AXP vs VIG
+630.3%
+100.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | +0.6% | -1.8% | +2.4% | +3.3% |
| 30D | +5.8% | +2.7% | +3.1% | +1.6% |
| 3M | -6.0% | 0.0% | -6.0% | -6.0% |
| 6M | +0.3% | +6.8% | -6.5% | -9.3% |
| YTD | -12.3% | +12.1% | -24.3% | -26.3% |
| 1Y | -11.2% | +14.8% | -26.1% | -28.1% |
| 3Y | +117.0% | +62.4% | +54.6% | +5.0% |
| 5Y | +93.2% | +59.6% | +33.6% | -3.1% |
| 10Y | +461.2% | +261.5% | +199.7% | -19.9% |
| All | +730.6% | +630.3% | +100.2% | -56.2% |
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