+2,294.8%
AEP vs EIX
+1,176.1%
+1,118.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -0.8% | +1.0% | -1.8% | -1.2% |
| 30D | +4.9% | +8.9% | -4.0% | +1.8% |
| 3M | +4.9% | -9.8% | +14.7% | +6.6% |
| 6M | -0.3% | -10.2% | +9.9% | +1.4% |
| YTD | +14.3% | +5.9% | +8.3% | +9.3% |
| 1Y | +7.5% | +10.9% | -3.4% | +1.1% |
| 3Y | +82.6% | +10.2% | +72.4% | +68.2% |
| 5Y | +81.5% | +17.0% | +64.4% | +63.5% |
| 10Y | +203.2% | +35.1% | +168.1% | +148.2% |
| All | +2,294.8% | +1,176.1% | +1,118.7% | +770.5% |
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 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