+24.0%
EIX vs AMP
+120.7%
-96.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | -15.3% | -1.0% | -14.3% | -15.1% |
| 3M | -18.4% | +23.2% | -41.7% | -22.9% |
| 6M | -16.8% | +20.4% | -37.2% | -21.1% |
| YTD | -0.6% | +13.6% | -14.2% | -4.6% |
| 1Y | +10.7% | +13.4% | -2.7% | +6.0% |
| 3Y | -4.5% | +66.5% | -71.0% | -19.5% |
| 5Y | +24.0% | +120.2% | -96.2% | -5.1% |
| All | +24.0% | +120.7% | -96.6% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling