+253.9%
AXP vs EQH
+252.0%
+1.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.3% |
| 7D | -0.1% | +6.5% | -6.7% | -4.2% |
| 30D | +4.4% | +6.1% | -1.6% | +0.4% |
| 3M | -6.4% | +6.2% | -12.7% | -10.5% |
| 6M | +4.2% | +38.1% | -33.9% | -16.5% |
| YTD | -12.4% | +20.2% | -32.5% | -24.1% |
| 1Y | -11.1% | +27.6% | -38.7% | -26.0% |
| 3Y | +114.9% | +128.8% | -13.9% | +18.3% |
| 5Y | +87.4% | +83.1% | +4.3% | +16.2% |
| All | +253.9% | +252.0% | +1.8% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling