+440.3%
AXP vs EIX
+30.9%
+409.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | -1.1% | +0.7% | -1.8% | -1.4% |
| 30D | +5.2% | +8.8% | -3.5% | +2.1% |
| 3M | -4.6% | -10.9% | +6.3% | -2.6% |
| 6M | +3.2% | -10.3% | +13.5% | +4.4% |
| YTD | -11.3% | +5.8% | -17.2% | -16.9% |
| 1Y | -11.0% | +11.4% | -22.4% | -18.5% |
| 3Y | +120.2% | +11.1% | +109.1% | +95.3% |
| 5Y | +91.7% | +18.5% | +73.2% | +62.3% |
| 10Y | +440.3% | +32.2% | +408.1% | +322.2% |
| All | +440.3% | +30.9% | +409.4% | +322.2% |
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