+424.9%
AXP vs VUG
+405.4%
+19.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.6% |
| 7D | -2.9% | -1.1% | -1.8% | -2.1% |
| 30D | +3.7% | -7.0% | +10.7% | +10.1% |
| 3M | -4.9% | -3.7% | -1.2% | -2.3% |
| 6M | +4.1% | -1.6% | +5.7% | +4.4% |
| YTD | -11.7% | +5.1% | -16.8% | -16.7% |
| 1Y | -11.7% | +3.8% | -15.5% | -15.8% |
| 3Y | +116.5% | +79.9% | +36.6% | +23.4% |
| 5Y | +89.5% | +66.4% | +23.1% | +14.9% |
| 10Y | +424.9% | +405.3% | +19.6% | +7.8% |
| All | +424.9% | +405.4% | +19.5% | +7.8% |
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