+219.8%
ARM vs EIX
-1.1%
+220.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.5% | +12.5% | +12.1% |
| 7D | +6.0% | -2.5% | +8.6% | +6.1% |
| 30D | -20.3% | +7.7% | -28.0% | -20.5% |
| 3M | -24.4% | -12.9% | -11.5% | -24.2% |
| 6M | -4.4% | -12.7% | +8.3% | -4.6% |
| YTD | +86.0% | +5.5% | +80.6% | +80.7% |
| 1Y | +35.8% | +9.4% | +26.4% | +31.2% |
| 3Y | +289.1% | +9.7% | +279.4% | +234.7% |
| All | +219.8% | -1.1% | +220.9% | +189.0% |
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 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