+98.1%
AGG vs EIX
+596.7%
-498.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -0.2% |
| 7D | +0.1% | +0.9% | -0.8% | +0.1% |
| 30D | -0.4% | -13.5% | +13.2% | -0.2% |
| 3M | -0.3% | -15.3% | +15.0% | -0.1% |
| 6M | -1.2% | -15.3% | +14.1% | -1.0% |
| YTD | -0.4% | +2.7% | -3.1% | -0.5% |
| 1Y | +0.4% | +17.4% | -17.1% | 0.0% |
| 3Y | +13.4% | -1.3% | +14.8% | +13.2% |
| 5Y | -1.4% | +27.2% | -28.6% | -2.0% |
| 10Y | +14.8% | +22.7% | -7.9% | +14.1% |
| All | +98.1% | +596.7% | -498.6% | +95.8% |
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