+448.7%
AXP vs VMC
+159.8%
+288.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | +0.6% | +0.5% | +0.1% | +0.3% |
| 30D | +5.8% | +15.8% | -10.0% | -2.0% |
| 3M | -6.0% | +0.6% | -6.6% | -6.6% |
| 6M | +0.3% | -4.0% | +4.3% | +1.5% |
| YTD | -12.3% | -0.3% | -12.0% | -14.0% |
| 1Y | -11.2% | -0.5% | -10.7% | -13.0% |
| 3Y | +117.0% | +39.6% | +77.5% | +75.3% |
| 5Y | +93.2% | +50.1% | +43.1% | +47.6% |
| All | +448.7% | +159.8% | +288.9% | +202.7% |
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