+185.4%
ARM vs EIX
-0.6%
+186.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -10.4% | +1.0% | -11.3% | -10.4% |
| 30D | -31.8% | +8.9% | -40.7% | -32.0% |
| 3M | -32.2% | -9.8% | -22.5% | -32.2% |
| 6M | -14.9% | -10.2% | -4.7% | -15.4% |
| YTD | +66.0% | +5.9% | +60.1% | +61.3% |
| 1Y | +17.2% | +10.9% | +6.3% | +13.0% |
| 3Y | +247.2% | +10.2% | +237.0% | +198.7% |
| All | +185.4% | -0.6% | +186.0% | +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