+197.7%
AON vs EIX
+19.9%
+177.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.3% |
| 7D | -6.3% | -1.4% | -5.0% | -6.0% |
| 30D | -14.1% | -19.3% | +5.2% | -9.7% |
| 3M | -9.5% | -21.7% | +12.2% | -4.2% |
| 6M | -4.0% | -19.8% | +15.8% | +0.7% |
| YTD | -13.8% | -3.0% | -10.8% | -14.4% |
| 1Y | -18.3% | +5.1% | -23.4% | -20.8% |
| 3Y | -7.2% | -7.0% | -0.2% | -8.8% |
| 5Y | +7.3% | +22.0% | -14.7% | -3.4% |
| All | +197.7% | +19.9% | +177.8% | +157.9% |
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