+176.4%
EIX vs AMP
+1,970.1%
-1,793.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.5% | -1.1% | -1.5% | -2.3% |
| 30D | +7.7% | +4.4% | +3.3% | +6.4% |
| 3M | -12.9% | -7.3% | -5.5% | -11.2% |
| 6M | -12.7% | +12.9% | -25.6% | -15.8% |
| YTD | +5.5% | +7.5% | -2.0% | +2.3% |
| 1Y | +9.4% | +13.3% | -4.0% | +4.5% |
| 3Y | +9.7% | +60.8% | -51.1% | -5.7% |
| 5Y | +16.9% | +82.7% | -65.8% | -4.7% |
| 10Y | +34.3% | +468.7% | -434.4% | -23.2% |
| All | +176.4% | +1,970.1% | -1,793.7% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling