+448.7%
AXP vs VXUS
+135.4%
+313.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.4% |
| 7D | +0.6% | -1.8% | +2.3% | +2.7% |
| 30D | +5.8% | -4.6% | +10.4% | +11.7% |
| 3M | -6.0% | -6.1% | +0.1% | +0.9% |
| 6M | +0.3% | -4.9% | +5.2% | +5.1% |
| YTD | -12.3% | +8.1% | -20.3% | -22.4% |
| 1Y | -11.2% | +12.1% | -23.3% | -25.1% |
| 3Y | +117.0% | +63.9% | +53.2% | +11.1% |
| 5Y | +93.2% | +43.1% | +50.0% | +19.7% |
| All | +448.7% | +135.4% | +313.3% | +104.4% |
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