+637.9%
AXP vs VYM
+492.8%
+145.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.5% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -6.5% | -0.5% | -6.0% | -5.7% |
| 3M | +4.6% | +3.0% | +1.6% | 0.0% |
| 6M | +5.4% | +8.2% | -2.8% | -6.6% |
| YTD | -11.1% | +15.8% | -26.9% | -29.0% |
| 1Y | -0.3% | +20.8% | -21.1% | -25.2% |
| 3Y | +111.6% | +65.3% | +46.3% | +0.3% |
| 5Y | +117.6% | +76.6% | +41.0% | -5.4% |
| 10Y | +474.1% | +203.9% | +270.2% | +13.2% |
| All | +637.9% | +492.8% | +145.0% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling