+440.3%
AXP vs VUG
+405.9%
+34.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.7% | -1.4% |
| 7D | -1.1% | +0.5% | -1.6% | -1.8% |
| 30D | +5.2% | -8.2% | +13.4% | +13.0% |
| 3M | -4.6% | -5.4% | +0.9% | -0.3% |
| 6M | +3.2% | -2.5% | +5.8% | +4.5% |
| YTD | -11.3% | +4.2% | -15.5% | -15.7% |
| 1Y | -11.0% | +5.0% | -16.0% | -16.1% |
| 3Y | +120.2% | +81.7% | +38.4% | +24.3% |
| 5Y | +91.7% | +62.5% | +29.2% | +18.9% |
| 10Y | +440.3% | +396.3% | +44.0% | +15.5% |
| All | +440.3% | +405.9% | +34.5% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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