+449.7%
V vs AXP
+449.9%
-0.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | +2.2% | +0.6% | +1.6% | +1.9% |
| 30D | +13.6% | +5.8% | +7.8% | +10.4% |
| 3M | +14.3% | -6.0% | +20.3% | +17.9% |
| 6M | +33.1% | +0.3% | +32.8% | +32.4% |
| YTD | +21.2% | -12.3% | +33.5% | +28.2% |
| 1Y | +26.4% | -11.2% | +37.7% | +32.8% |
| 3Y | +77.6% | +117.0% | -39.4% | +13.1% |
| 5Y | +102.6% | +93.2% | +9.4% | +33.7% |
| All | +449.7% | +449.9% | -0.2% | +138.8% |
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