+893.6%
AXP vs VUG
+1,251.8%
-358.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 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% | +4.7% |
| 6M | +5.4% | +14.6% | -9.2% | -10.7% |
| YTD | -11.1% | +9.0% | -20.1% | -20.4% |
| 1Y | -0.3% | +14.9% | -15.2% | -16.2% |
| 3Y | +111.6% | +86.0% | +25.5% | -0.2% |
| 5Y | +117.6% | +76.7% | +40.9% | +4.9% |
| 10Y | +474.1% | +411.3% | +62.8% | -34.3% |
| All | +893.6% | +1,251.8% | -358.2% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling