+29.9%
ALL vs EIX
+9.5%
+20.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | 0.0% | -1.5% | +1.5% | +0.1% |
| 30D | +12.8% | +8.1% | +4.7% | +12.3% |
| 3M | +4.7% | -12.1% | +16.8% | +5.4% |
| 6M | +24.9% | -13.4% | +38.4% | +26.1% |
| YTD | +30.0% | +5.6% | +24.4% | +26.1% |
| 1Y | +29.9% | +7.8% | +22.1% | +25.2% |
| All | +29.9% | +9.5% | +20.4% | +25.2% |
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