+12.4%
AA vs EIX
+22.8%
-10.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.4% |
| 7D | -0.7% | -19.1% | +18.4% | +6.1% |
| 30D | +5.0% | -16.9% | +21.9% | +10.3% |
| 3M | -35.8% | -20.0% | -15.8% | -31.8% |
| 6M | -18.4% | -21.3% | +2.9% | -12.5% |
| YTD | -5.5% | -1.7% | -3.8% | -10.1% |
| 1Y | +61.0% | +9.6% | +51.4% | +43.7% |
| 3Y | +66.2% | -3.7% | +69.9% | +54.3% |
| All | +12.4% | +22.8% | -10.3% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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