+214.4%
AA vs EIX
+1,176.1%
-961.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +1.2% | +1.0% | +0.3% | +0.9% |
| 30D | -5.0% | +8.9% | -13.9% | -7.8% |
| 3M | -22.2% | -9.8% | -12.4% | -20.9% |
| 6M | -36.3% | -10.2% | -26.1% | -35.4% |
| YTD | -24.2% | +5.9% | -30.1% | -27.8% |
| 1Y | +3.9% | +10.9% | -7.0% | -2.8% |
| 3Y | +67.6% | +10.2% | +57.4% | +54.8% |
| 5Y | -8.8% | +17.0% | -25.9% | -17.5% |
| 10Y | +45.0% | +35.1% | +9.9% | +20.9% |
| All | +214.4% | +1,176.1% | -961.8% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling