+407.0%
AXP vs VUG
+398.3%
+8.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.6% |
| 7D | -0.1% | +2.5% | -2.6% | -2.4% |
| 30D | +4.4% | -6.3% | +10.7% | +10.1% |
| 3M | -6.4% | -6.0% | -0.4% | -1.7% |
| 6M | +4.2% | -3.5% | +7.7% | +6.4% |
| YTD | -12.4% | +3.9% | -16.3% | -16.5% |
| 1Y | -11.1% | +5.1% | -16.2% | -16.2% |
| 3Y | +114.9% | +77.9% | +37.0% | +23.6% |
| 5Y | +87.4% | +62.4% | +25.0% | +16.2% |
| All | +407.0% | +398.3% | +8.7% | +0.6% |
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