+313.3%
ANET vs EIX
-7.1%
+320.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.3% | +6.9% | +5.6% |
| 7D | +3.0% | -1.4% | +4.4% | +3.0% |
| 30D | -5.2% | -19.3% | +14.1% | -5.3% |
| 3M | +27.6% | -21.7% | +49.3% | +27.1% |
| 6M | +44.4% | -19.8% | +64.2% | +43.5% |
| YTD | +52.3% | -3.0% | +55.4% | +50.0% |
| 1Y | +30.4% | +5.1% | +25.3% | +27.9% |
| 3Y | +313.3% | -7.0% | +320.2% | +295.7% |
| All | +313.3% | -7.1% | +320.4% | +295.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling