+356.1%
ALL vs EIX
+23.2%
+333.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.5% | -6.9% | -3.8% |
| 7D | -1.7% | +0.9% | -2.6% | -2.2% |
| 30D | -4.7% | -13.5% | +8.9% | -1.8% |
| 3M | +18.4% | -15.3% | +33.6% | +22.4% |
| 6M | +20.5% | -15.3% | +35.8% | +24.4% |
| YTD | +23.5% | +2.7% | +20.8% | +18.7% |
| 1Y | +29.0% | +17.4% | +11.5% | +17.7% |
| 3Y | +153.7% | -1.3% | +155.0% | +141.3% |
| 5Y | +114.8% | +27.2% | +87.6% | +83.6% |
| 10Y | +356.1% | +22.7% | +333.4% | +278.4% |
| All | +356.1% | +23.2% | +333.0% | +278.4% |
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