+898.6%
AXP vs VNQ
+392.5%
+506.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | -2.1% | -1.3% | -0.9% | -1.1% |
| 30D | -6.5% | -2.9% | -3.6% | -4.3% |
| 3M | +4.6% | +0.8% | +3.8% | +3.6% |
| 6M | +5.4% | +2.5% | +3.0% | +2.8% |
| YTD | -11.1% | +10.6% | -21.8% | -18.6% |
| 1Y | -0.3% | +9.1% | -9.4% | -7.7% |
| 3Y | +111.6% | +31.0% | +80.5% | +67.1% |
| 5Y | +117.6% | +4.9% | +112.7% | +105.5% |
| 10Y | +474.1% | +59.5% | +414.7% | +291.2% |
| All | +898.6% | +392.5% | +506.1% | +196.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling