+114.5%
AXP vs EQH
+93.8%
+20.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -2.5% | +1.1% | -3.6% | -3.2% |
| 30D | -5.0% | -1.1% | -3.9% | -4.6% |
| 3M | +1.4% | +25.0% | -23.7% | -12.1% |
| 6M | +6.0% | +33.9% | -27.9% | -12.9% |
| YTD | -12.3% | +11.6% | -23.9% | -19.4% |
| 1Y | +0.3% | +1.5% | -1.2% | -2.6% |
| 3Y | +111.7% | +96.7% | +14.9% | +32.8% |
| 5Y | +114.5% | +93.9% | +20.7% | +31.4% |
| All | +114.5% | +93.8% | +20.8% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling