+424.9%
AXP vs VXUS
+146.5%
+278.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -1.2% |
| 7D | -2.9% | -0.5% | -2.3% | -2.4% |
| 30D | +3.7% | -1.2% | +4.9% | +5.0% |
| 3M | -4.9% | -3.8% | -1.1% | -0.8% |
| 6M | +4.1% | -1.7% | +5.7% | +4.8% |
| YTD | -11.7% | +11.4% | -23.1% | -24.8% |
| 1Y | -11.7% | +13.3% | -25.1% | -26.4% |
| 3Y | +116.5% | +70.0% | +46.5% | +5.7% |
| 5Y | +89.5% | +48.1% | +41.4% | +12.5% |
| 10Y | +424.9% | +147.1% | +277.8% | +79.1% |
| All | +424.9% | +146.5% | +278.4% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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