-0.3%
AXP vs EQH
+2.5%
-2.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -2.1% | +5.5% | -7.6% | -4.3% |
| 30D | -6.5% | +3.2% | -9.8% | -7.9% |
| 3M | +4.6% | +32.5% | -27.9% | -7.9% |
| 6M | +5.4% | +33.7% | -28.3% | -8.2% |
| YTD | -11.1% | +13.4% | -24.6% | -15.5% |
| 1Y | -0.3% | +0.6% | -0.9% | 0.0% |
| All | -0.3% | +2.5% | -2.8% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 1y: compounded portfolio wealth divided by compounded EQH 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…
1y analysis · Full analysis span regression · 6 months rolling