+469.1%
AXP vs VUG
+410.6%
+58.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -2.1% | -0.1% | -2.0% | -2.0% |
| 30D | -6.5% | -0.3% | -6.2% | -6.3% |
| 3M | +4.6% | -0.7% | +5.3% | +4.8% |
| 6M | +5.4% | +14.6% | -9.2% | -7.5% |
| YTD | -11.1% | +9.0% | -20.1% | -18.4% |
| 1Y | -0.3% | +14.9% | -15.2% | -13.0% |
| 3Y | +111.6% | +86.0% | +25.5% | +17.7% |
| 5Y | +117.6% | +76.7% | +40.9% | +25.2% |
| All | +469.1% | +410.6% | +58.6% | +13.1% |
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