-12.1%
DOW vs EIX
+24.9%
-37.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.5% |
| 7D | -1.4% | -1.4% | 0.0% | -0.9% |
| 30D | -3.9% | -19.3% | +15.4% | +2.8% |
| 3M | -12.7% | -21.7% | +9.0% | -5.6% |
| 6M | -13.7% | -19.8% | +6.1% | -8.5% |
| YTD | +28.4% | -3.0% | +31.4% | +22.3% |
| 1Y | +21.8% | +5.1% | +16.7% | +10.7% |
| 3Y | -35.7% | -7.0% | -28.7% | -40.0% |
| 5Y | -36.8% | +22.0% | -58.9% | -52.3% |
| All | -12.1% | +24.9% | -37.0% | -35.4% |
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