+407.0%
AXP vs VWO
+111.9%
+295.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.1% | +2.0% | -2.1% | -1.8% |
| 30D | +4.4% | -4.3% | +8.7% | +8.3% |
| 3M | -6.4% | -6.4% | 0.0% | -1.3% |
| 6M | +4.2% | -5.6% | +9.8% | +8.6% |
| YTD | -12.4% | +5.2% | -17.6% | -17.7% |
| 1Y | -11.1% | +5.2% | -16.3% | -16.5% |
| 3Y | +114.9% | +55.5% | +59.3% | +38.3% |
| 5Y | +87.4% | +25.6% | +61.8% | +47.8% |
| All | +407.0% | +111.9% | +295.1% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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