+424.9%
AXP vs VNQ
+85.2%
+339.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.9% | -1.0% | -1.8% | -1.9% |
| 30D | +3.7% | +6.2% | -2.5% | -1.9% |
| 3M | -4.9% | +1.5% | -6.4% | -6.4% |
| 6M | +4.1% | +2.1% | +2.0% | +1.5% |
| YTD | -11.7% | +12.8% | -24.4% | -21.7% |
| 1Y | -11.7% | +10.4% | -22.1% | -20.1% |
| 3Y | +116.5% | +44.4% | +72.1% | +49.6% |
| 5Y | +89.5% | +7.4% | +82.1% | +73.8% |
| 10Y | +424.9% | +84.0% | +340.9% | +208.4% |
| All | +424.9% | +85.2% | +339.7% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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