+2,314.9%
AEP vs EIX
+1,171.7%
+1,143.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| 3M | +4.2% | -12.1% | +16.3% | +7.0% |
| 6M | -0.8% | -13.4% | +12.6% | +2.2% |
| YTD | +15.2% | +5.6% | +9.7% | +10.3% |
| 1Y | +8.3% | +7.8% | +0.5% | +2.9% |
| 3Y | +84.2% | +9.8% | +74.4% | +69.8% |
| 5Y | +87.8% | +18.8% | +69.0% | +68.3% |
| 10Y | +204.4% | +34.4% | +170.0% | +149.7% |
| All | +2,314.9% | +1,171.7% | +1,143.2% | +778.8% |
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