+29.2%
ALL vs EIX
+8.9%
+20.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | +5.0% | +1.4% | +3.7% | +4.9% |
| 30D | +13.3% | +8.5% | +4.8% | +12.8% |
| 3M | +3.2% | -13.5% | +16.6% | +4.2% |
| 6M | +25.3% | -12.4% | +37.7% | +26.3% |
| YTD | +30.5% | +5.9% | +24.5% | +26.6% |
| 1Y | +29.2% | +7.6% | +21.6% | +24.7% |
| All | +29.2% | +8.9% | +20.3% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling