+79.8%
AEP vs EIX
0.0%
+79.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | -0.4% |
| 7D | +2.0% | +0.9% | +1.1% | +1.7% |
| 30D | +0.5% | -13.5% | +14.1% | +3.0% |
| 3M | -0.3% | -15.3% | +14.9% | +2.6% |
| 6M | -3.5% | -15.3% | +11.9% | -0.7% |
| YTD | +11.3% | +2.7% | +8.5% | +8.0% |
| 1Y | +20.2% | +17.4% | +2.8% | +11.9% |
| 3Y | +79.8% | -1.3% | +81.1% | +74.1% |
| All | +79.8% | 0.0% | +79.8% | +74.1% |
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