+440.3%
AXP vs VMC
+145.8%
+294.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | -0.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +5.2% | +18.3% | -13.1% | -3.6% |
| 3M | -4.6% | +1.9% | -6.4% | -5.8% |
| 6M | +3.2% | +2.4% | +0.8% | +1.0% |
| YTD | -11.3% | +2.1% | -13.4% | -14.2% |
| 1Y | -11.0% | +1.5% | -12.5% | -13.7% |
| 3Y | +120.2% | +41.5% | +78.7% | +76.3% |
| 5Y | +91.7% | +46.4% | +45.4% | +48.1% |
| 10Y | +440.3% | +139.8% | +300.5% | +201.6% |
| All | +440.3% | +145.8% | +294.5% | +201.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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