+3.5%
AXP vs VUG
-3.1%
+6.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -0.3% |
| 7D | +0.4% | -7.1% | +7.5% | +3.2% |
| 30D | +7.0% | -12.1% | +19.1% | +12.4% |
| 3M | -6.6% | -8.1% | +1.5% | -3.8% |
| 6M | +3.5% | -3.2% | +6.7% | +2.3% |
| All | +3.5% | -3.1% | +6.6% | +2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling