+211.0%
AEP vs EIX
+34.9%
+176.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +2.5% | -1.5% | +3.9% | +3.0% |
| 30D | +3.4% | +8.1% | -4.8% | +0.3% |
| 3M | +4.2% | -12.1% | +16.3% | +7.2% |
| 6M | -0.8% | -13.4% | +12.6% | +2.4% |
| YTD | +15.2% | +5.6% | +9.7% | +9.4% |
| 1Y | +8.3% | +7.8% | +0.5% | +1.8% |
| 3Y | +84.2% | +9.8% | +74.4% | +66.8% |
| 5Y | +87.8% | +18.8% | +69.0% | +64.3% |
| All | +211.0% | +34.9% | +176.1% | +127.5% |
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