+82.6%
AEP vs EIX
+10.5%
+72.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -0.8% | +1.0% | -1.8% | -1.1% |
| 30D | +4.9% | +8.9% | -4.0% | +2.8% |
| 3M | +4.9% | -9.8% | +14.7% | +6.0% |
| 6M | -0.3% | -10.2% | +9.9% | +0.8% |
| YTD | +14.3% | +5.9% | +8.3% | +10.4% |
| 1Y | +7.5% | +10.9% | -3.4% | +2.6% |
| 3Y | +82.6% | +10.2% | +72.4% | +60.3% |
| All | +82.6% | +10.5% | +72.1% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling