+2,427.5%
ACN vs EIX
+843.8%
+1,583.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.1% |
| 7D | +0.9% | +1.0% | -0.1% | +0.6% |
| 30D | +33.5% | +9.1% | +24.4% | +30.3% |
| 3M | +53.5% | -10.2% | +63.7% | +55.6% |
| 6M | +52.2% | -11.2% | +63.5% | +54.1% |
| YTD | -0.1% | +4.5% | -4.6% | -4.5% |
| 1Y | +11.0% | +10.9% | +0.2% | +4.1% |
| 3Y | -11.8% | +8.4% | -20.2% | -18.9% |
| 5Y | -22.8% | +18.0% | -40.8% | -31.4% |
| 10Y | +162.4% | +30.3% | +132.2% | +114.8% |
| All | +2,427.5% | +843.8% | +1,583.7% | +1,041.6% |
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