+10.3%
ARM vs EIX
+10.4%
-0.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +4.4% |
| 7D | -15.2% | +1.0% | -16.2% | -15.1% |
| 30D | -40.7% | +9.1% | -49.8% | -39.9% |
| 3M | -39.1% | -10.2% | -28.9% | -39.1% |
| 6M | -26.4% | -11.2% | -15.2% | -26.9% |
| YTD | +59.7% | +4.5% | +55.3% | +63.2% |
| 1Y | +10.3% | +10.9% | -0.5% | +16.0% |
| All | +10.3% | +10.4% | -0.1% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling