+214.2%
ARM vs EIX
-1.0%
+215.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +19.8% | -1.5% | +21.3% | +19.9% |
| 30D | -21.8% | +8.1% | -29.9% | -22.0% |
| 3M | -26.5% | -12.1% | -14.4% | -26.4% |
| 6M | -3.9% | -13.4% | +9.5% | -4.0% |
| YTD | +82.8% | +5.6% | +77.2% | +77.5% |
| 1Y | +34.3% | +7.8% | +26.5% | +30.0% |
| 3Y | +282.2% | +9.8% | +272.4% | +228.8% |
| All | +214.2% | -1.0% | +215.1% | +183.9% |
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