+467.1%
AXP vs VYM
+202.0%
+265.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.6% |
| 7D | -2.5% | -1.0% | -1.5% | -1.1% |
| 30D | -5.0% | -2.0% | -3.0% | -2.1% |
| 3M | +1.4% | +3.1% | -1.7% | -3.0% |
| 6M | +6.0% | +8.9% | -2.9% | -6.5% |
| YTD | -12.3% | +14.7% | -27.0% | -28.4% |
| 1Y | +0.3% | +19.4% | -19.1% | -22.7% |
| 3Y | +111.7% | +65.4% | +46.3% | +3.5% |
| 5Y | +114.5% | +77.6% | +37.0% | -3.8% |
| 10Y | +467.1% | +207.8% | +259.3% | +30.1% |
| All | +467.1% | +202.0% | +265.1% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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