+193.0%
ARM vs EIX
-0.7%
+193.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.3% | +5.4% | +6.7% |
| 7D | -5.3% | +0.7% | -6.1% | -5.3% |
| 30D | -30.0% | +8.8% | -38.8% | -30.2% |
| 3M | -34.1% | -10.9% | -23.2% | -34.0% |
| 6M | -12.6% | -10.3% | -2.4% | -13.1% |
| YTD | +70.4% | +5.8% | +64.6% | +65.5% |
| 1Y | +22.3% | +11.4% | +10.9% | +17.8% |
| 3Y | +261.2% | +11.1% | +250.1% | +208.8% |
| All | +193.0% | -0.7% | +193.7% | +164.8% |
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