+291.9%
AA vs EIX
+1,083.9%
-792.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.4% |
| 7D | -0.7% | -19.1% | +18.4% | +5.3% |
| 30D | +5.0% | -16.9% | +21.9% | +9.9% |
| 3M | -35.8% | -20.0% | -15.8% | -32.1% |
| 6M | -18.4% | -21.3% | +2.9% | -13.1% |
| YTD | -5.5% | -1.7% | -3.8% | -7.6% |
| 1Y | +61.0% | +9.6% | +51.4% | +50.8% |
| 3Y | +66.2% | -3.7% | +69.9% | +61.1% |
| 5Y | +11.4% | +22.6% | -11.2% | -0.8% |
| 10Y | +116.9% | +17.7% | +99.2% | +89.5% |
| All | +291.9% | +1,083.9% | -792.1% | +69.6% |
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