-28.5%
ACN vs EIX
+15.0%
-43.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.5% | -8.6% | -3.6% |
| 7D | -4.8% | +0.9% | -5.7% | -4.7% |
| 30D | +1.9% | -13.5% | +15.4% | +0.9% |
| 3M | +3.9% | -15.3% | +19.1% | +2.8% |
| 6M | -15.0% | -15.3% | +0.3% | -16.0% |
| YTD | -31.9% | +2.7% | -34.6% | -33.7% |
| 1Y | -28.5% | +17.4% | -46.0% | -31.4% |
| All | -28.5% | +15.0% | -43.5% | -31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling