+89.6%
AXP vs VUG
+57.0%
+32.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.9% |
| 7D | +0.6% | -3.4% | +4.0% | +3.1% |
| 30D | +5.8% | -11.1% | +16.9% | +15.6% |
| 3M | -6.0% | -7.2% | +1.2% | -0.8% |
| 6M | +0.3% | -4.1% | +4.4% | +2.7% |
| YTD | -12.3% | +1.4% | -13.6% | -14.2% |
| 1Y | -11.2% | +1.9% | -13.2% | -13.7% |
| 3Y | +117.0% | +77.7% | +39.3% | +34.5% |
| All | +89.6% | +57.0% | +32.5% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling