+428.4%
AXP vs EIX
+33.0%
+395.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.6% | +1.0% | -1.6% | -1.0% |
| 30D | +5.0% | +8.9% | -3.9% | +1.8% |
| 3M | -4.2% | -9.8% | +5.5% | -2.7% |
| 6M | +2.9% | -10.2% | +13.1% | +4.1% |
| YTD | -11.6% | +5.9% | -17.5% | -17.2% |
| 1Y | -11.1% | +10.9% | -22.0% | -18.4% |
| 3Y | +116.7% | +10.2% | +106.5% | +92.9% |
| 5Y | +89.6% | +17.0% | +72.6% | +61.4% |
| 10Y | +428.4% | +35.1% | +393.3% | +311.2% |
| All | +428.4% | +33.0% | +395.4% | +311.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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