+428.4%
AXP vs VWO
+102.8%
+325.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | -0.6% | +2.1% | -2.7% | -2.5% |
| 30D | +5.0% | -5.5% | +10.4% | +10.0% |
| 3M | -4.2% | -6.2% | +1.9% | +0.8% |
| 6M | +2.9% | -6.4% | +9.3% | +8.0% |
| YTD | -11.6% | +5.4% | -17.0% | -17.1% |
| 1Y | -11.1% | +4.5% | -15.6% | -16.0% |
| 3Y | +116.7% | +56.1% | +60.6% | +39.2% |
| 5Y | +89.6% | +28.1% | +61.5% | +46.8% |
| 10Y | +428.4% | +107.3% | +321.1% | +182.0% |
| All | +428.4% | +102.8% | +325.6% | +182.0% |
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