+458.8%
V vs AXP
+428.9%
+29.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -2.3% | -2.9% | +0.5% | -0.9% |
| 30D | +9.5% | +3.7% | +5.8% | +7.5% |
| 3M | +17.5% | -4.9% | +22.4% | +20.5% |
| 6M | +32.2% | +4.1% | +28.1% | +29.0% |
| YTD | +22.3% | -11.7% | +34.0% | +28.9% |
| 1Y | +26.8% | -11.7% | +38.5% | +33.5% |
| 3Y | +77.5% | +116.5% | -39.0% | +13.1% |
| 5Y | +110.1% | +89.5% | +20.6% | +40.0% |
| 10Y | +458.8% | +424.9% | +33.9% | +128.0% |
| All | +458.8% | +428.9% | +29.9% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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