+634.0%
AXP vs VYM
+493.3%
+140.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.9% |
| 7D | -0.6% | +0.1% | -0.7% | -0.9% |
| 30D | +5.0% | +3.0% | +2.0% | +0.3% |
| 3M | -4.2% | -1.0% | -3.2% | -2.8% |
| 6M | +2.9% | +6.4% | -3.4% | -6.4% |
| YTD | -11.6% | +15.9% | -27.5% | -29.5% |
| 1Y | -11.1% | +18.7% | -29.8% | -31.6% |
| 3Y | +116.7% | +72.8% | +43.9% | -4.0% |
| 5Y | +89.6% | +71.2% | +18.4% | -13.7% |
| 10Y | +428.4% | +203.5% | +224.9% | +4.4% |
| All | +634.0% | +493.3% | +140.7% | -43.6% |
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