+120.2%
AXP vs VWO
+56.2%
+64.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -0.4% |
| 7D | -1.1% | +1.6% | -2.8% | -2.1% |
| 30D | +5.2% | -5.3% | +10.5% | +8.6% |
| 3M | -4.6% | -6.2% | +1.6% | -1.0% |
| 6M | +3.2% | -6.2% | +9.4% | +6.7% |
| YTD | -11.3% | +5.6% | -17.0% | -15.7% |
| 1Y | -11.0% | +6.2% | -17.2% | -15.6% |
| 3Y | +120.2% | +57.5% | +62.7% | +55.8% |
| All | +120.2% | +56.2% | +64.0% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling