+467.1%
AXP vs VWO
+112.8%
+354.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.8% |
| 7D | -2.5% | +0.2% | -2.6% | -2.6% |
| 30D | -5.0% | +0.9% | -5.9% | -5.8% |
| 3M | +1.4% | +4.3% | -2.9% | -2.6% |
| 6M | +6.0% | +10.5% | -4.5% | -3.9% |
| YTD | -12.3% | +13.4% | -25.7% | -22.4% |
| 1Y | +0.3% | +18.6% | -18.3% | -15.0% |
| 3Y | +111.7% | +65.8% | +45.9% | +30.6% |
| 5Y | +114.5% | +35.2% | +79.3% | +59.7% |
| 10Y | +467.1% | +116.6% | +350.4% | +187.0% |
| All | +467.1% | +112.8% | +354.2% | +187.0% |
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