+19.6%
EIX vs AMP
+584.2%
-564.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +0.8% | -2.0% | +2.8% | +1.4% |
| 30D | -18.8% | -1.7% | -17.1% | -18.4% |
| 3M | -19.7% | +23.2% | -42.9% | -25.0% |
| 6M | -18.2% | +22.2% | -40.4% | -23.7% |
| YTD | -1.7% | +14.0% | -15.7% | -6.8% |
| 1Y | +7.8% | +14.0% | -6.2% | +2.0% |
| 3Y | -5.6% | +67.0% | -72.6% | -22.4% |
| 5Y | +23.7% | +123.2% | -99.5% | -10.2% |
| All | +19.6% | +584.2% | -564.7% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling