+2,214.6%
AEP vs EIX
+1,083.9%
+1,130.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +1.8% | -19.1% | +20.9% | +7.8% |
| 30D | -0.8% | -16.9% | +16.1% | +4.0% |
| 3M | -1.8% | -20.0% | +18.2% | +4.1% |
| 6M | -5.4% | -21.3% | +16.0% | +0.9% |
| YTD | +10.4% | -1.7% | +12.2% | +8.6% |
| 1Y | +18.2% | +9.6% | +8.6% | +11.4% |
| 3Y | +79.0% | -3.7% | +82.6% | +73.2% |
| 5Y | +64.8% | +22.6% | +42.2% | +46.3% |
| 10Y | +170.8% | +17.7% | +153.2% | +133.2% |
| All | +2,214.6% | +1,083.9% | +1,130.7% | +765.2% |
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 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