+117.0%
AXP vs EIX
+22.8%
+94.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -2.1% | -19.1% | +17.0% | +2.3% |
| 30D | -6.5% | -16.9% | +10.4% | -3.3% |
| 3M | +4.6% | -20.0% | +24.7% | +9.1% |
| 6M | +5.4% | -21.3% | +26.7% | +10.2% |
| YTD | -11.1% | -1.7% | -9.4% | -14.4% |
| 1Y | -0.3% | +9.6% | -9.9% | -7.9% |
| 3Y | +111.6% | -3.7% | +115.3% | +98.2% |
| All | +117.0% | +22.8% | +94.2% | +88.6% |
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