+45.8%
AMZN vs EIX
+28.1%
+17.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.1% | -1.3% |
| 7D | +0.8% | +0.9% | -0.1% | +0.6% |
| 30D | -6.4% | -13.5% | +7.2% | -4.9% |
| 3M | +4.8% | -15.3% | +20.0% | +6.0% |
| 6M | +20.5% | -15.3% | +35.9% | +21.8% |
| YTD | +11.3% | +2.7% | +8.6% | +7.3% |
| 1Y | +9.0% | +17.4% | -8.5% | +1.2% |
| 3Y | +85.9% | -1.3% | +87.2% | +73.8% |
| 5Y | +45.8% | +27.2% | +18.6% | +24.0% |
| All | +45.8% | +28.1% | +17.7% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling