+101.8%
AKAM vs EIX
+21.5%
+80.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.1% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | -8.2% | -18.8% | +10.6% | -5.7% |
| 3M | -17.6% | -19.7% | +2.1% | -15.4% |
| 6M | +2.5% | -18.2% | +20.8% | +4.6% |
| YTD | +22.8% | -1.7% | +24.5% | +20.5% |
| 1Y | +39.6% | +7.8% | +31.8% | +34.2% |
| 3Y | +2.3% | -5.6% | +8.0% | -0.5% |
| 5Y | -4.3% | +23.7% | -28.0% | -12.1% |
| All | +101.8% | +21.5% | +80.3% | +82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling