+117.0%
AXP vs EIX
+8.4%
+108.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.8% |
| 7D | +0.6% | +1.0% | -0.4% | +0.4% |
| 30D | +5.8% | +9.1% | -3.3% | +4.3% |
| 3M | -6.0% | -10.2% | +4.2% | -5.1% |
| 6M | +0.3% | -11.2% | +11.5% | +1.1% |
| YTD | -12.3% | +4.5% | -16.7% | -16.3% |
| 1Y | -11.2% | +10.9% | -22.1% | -16.8% |
| 3Y | +117.0% | +8.4% | +108.6% | +98.2% |
| All | +117.0% | +8.4% | +108.6% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling