+86.1%
AXP vs EIX
+18.4%
+67.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.1% | +1.4% | -1.5% | -0.5% |
| 30D | +4.4% | +8.5% | -4.1% | +2.4% |
| 3M | -6.4% | -13.5% | +7.0% | -4.0% |
| 6M | +4.2% | -12.4% | +16.5% | +5.9% |
| YTD | -12.4% | +5.9% | -18.3% | -17.3% |
| 1Y | -11.1% | +7.6% | -18.7% | -16.6% |
| 3Y | +114.9% | +12.8% | +102.1% | +90.1% |
| All | +86.1% | +18.4% | +67.8% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling