-22.5%
ACN vs EIX
+18.0%
-40.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.3% |
| 7D | +0.9% | +1.0% | -0.1% | +0.7% |
| 30D | +33.5% | +9.1% | +24.4% | +31.7% |
| 3M | +53.5% | -10.2% | +63.7% | +54.6% |
| 6M | +52.2% | -11.2% | +63.5% | +53.1% |
| YTD | -0.1% | +4.5% | -4.6% | -4.8% |
| 1Y | +11.0% | +10.9% | +0.2% | +3.9% |
| 3Y | -11.8% | +8.4% | -20.2% | -20.8% |
| All | -22.5% | +18.0% | -40.5% | -34.0% |
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