+467.1%
AXP vs VNQ
+59.3%
+407.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.4% |
| 7D | -2.5% | -0.9% | -1.6% | -1.7% |
| 30D | -5.0% | -2.2% | -2.8% | -3.1% |
| 3M | +1.4% | -1.9% | +3.3% | +2.8% |
| 6M | +6.0% | +3.2% | +2.8% | +2.3% |
| YTD | -12.3% | +9.4% | -21.7% | -19.8% |
| 1Y | +0.3% | +7.5% | -7.2% | -6.9% |
| 3Y | +111.7% | +31.1% | +80.6% | +60.8% |
| 5Y | +114.5% | +6.6% | +108.0% | +97.9% |
| 10Y | +467.1% | +63.9% | +403.1% | +255.5% |
| All | +467.1% | +59.3% | +407.8% | +255.5% |
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