+173.4%
AEP vs EIX
+22.9%
+150.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.6% |
| 7D | +0.9% | +4.1% | -3.2% | -0.7% |
| 30D | +1.5% | -15.3% | +16.8% | +5.9% |
| 3M | -1.7% | -18.4% | +16.8% | +4.0% |
| 6M | -4.0% | -16.8% | +12.8% | +0.6% |
| YTD | +10.6% | -0.6% | +11.1% | +7.5% |
| 1Y | +18.6% | +10.7% | +8.0% | +9.9% |
| 3Y | +78.7% | -4.5% | +83.2% | +71.6% |
| 5Y | +65.1% | +24.0% | +41.0% | +41.6% |
| All | +173.4% | +22.9% | +150.5% | +115.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling