+363.8%
ALL vs EIX
+30.9%
+332.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | -3.9% | +0.7% | -4.6% | -4.1% |
| 30D | +10.6% | +8.8% | +1.9% | +7.8% |
| 3M | -4.6% | -10.9% | +6.4% | -2.7% |
| 6M | +20.2% | -10.3% | +30.5% | +21.8% |
| YTD | +23.7% | +5.8% | +17.9% | +17.6% |
| 1Y | +27.9% | +11.4% | +16.5% | +19.3% |
| 3Y | +109.2% | +11.1% | +98.1% | +90.5% |
| 5Y | +148.0% | +18.5% | +129.5% | +118.0% |
| 10Y | +363.8% | +32.2% | +331.5% | +282.0% |
| All | +363.8% | +30.9% | +332.8% | +282.0% |
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