+114.9%
AXP vs EQH
+129.3%
-14.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.3% |
| 7D | -0.1% | +6.5% | -6.7% | -3.6% |
| 30D | +4.4% | +6.1% | -1.6% | +0.9% |
| 3M | -6.4% | +6.2% | -12.7% | -9.9% |
| 6M | +4.2% | +38.1% | -33.9% | -14.3% |
| YTD | -12.4% | +20.2% | -32.5% | -22.2% |
| 1Y | -11.1% | +27.6% | -38.7% | -23.9% |
| 3Y | +114.9% | +128.8% | -13.9% | +45.7% |
| All | +114.9% | +129.3% | -14.5% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling