+118.0%
AXP vs VYM
+77.8%
+40.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.6% |
| 7D | +0.6% | +0.1% | +0.5% | +0.4% |
| 30D | -4.3% | -1.3% | -3.1% | -2.5% |
| 3M | +4.7% | +4.1% | +0.6% | -1.2% |
| 6M | +9.0% | +9.8% | -0.8% | -5.2% |
| YTD | -11.1% | +15.3% | -26.5% | -28.2% |
| 1Y | +1.3% | +20.0% | -18.7% | -22.8% |
| 3Y | +114.5% | +66.2% | +48.2% | +4.0% |
| 5Y | +118.0% | +77.5% | +40.5% | -1.9% |
| All | +118.0% | +77.8% | +40.2% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling