+228.8%
AA vs EIX
+1,174.9%
-946.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +5.3% |
| 7D | +4.8% | +0.7% | +4.1% | +4.6% |
| 30D | -0.6% | +8.8% | -9.4% | -3.5% |
| 3M | -16.3% | -10.9% | -5.3% | -14.5% |
| 6M | -33.4% | -10.3% | -23.1% | -32.4% |
| YTD | -20.7% | +5.8% | -26.5% | -24.5% |
| 1Y | +12.9% | +11.4% | +1.6% | +5.6% |
| 3Y | +75.7% | +11.1% | +64.7% | +61.9% |
| 5Y | -6.8% | +18.5% | -25.3% | -16.0% |
| 10Y | +53.6% | +32.2% | +21.4% | +29.0% |
| All | +228.8% | +1,174.9% | -946.0% | +38.6% |
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