+0.9%
AKAM vs EIX
0.0%
+0.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | -0.1% |
| 7D | -0.8% | +0.9% | -1.7% | -0.9% |
| 30D | -4.5% | -13.5% | +9.1% | -3.5% |
| 3M | -25.6% | -15.3% | -10.3% | -24.8% |
| 6M | +5.7% | -15.3% | +21.1% | +6.5% |
| YTD | +21.0% | +2.7% | +18.3% | +16.7% |
| 1Y | +33.9% | +17.4% | +16.4% | +25.2% |
| 3Y | +0.9% | -1.3% | +2.2% | -6.6% |
| All | +0.9% | 0.0% | +0.9% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling