+153.2%
ECL vs EIX
+23.2%
+130.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -1.9% |
| 7D | -0.8% | +0.9% | -1.7% | -1.2% |
| 30D | -2.5% | -13.5% | +11.1% | +0.5% |
| 3M | +8.3% | -15.3% | +23.6% | +12.2% |
| 6M | -1.1% | -15.3% | +14.2% | +2.3% |
| YTD | +6.5% | +2.7% | +3.8% | +2.7% |
| 1Y | +2.1% | +17.4% | -15.4% | -6.4% |
| 3Y | +57.6% | -1.3% | +58.9% | +49.4% |
| 5Y | +28.1% | +27.2% | +0.9% | +8.9% |
| 10Y | +153.2% | +22.7% | +130.5% | +103.8% |
| All | +153.2% | +23.2% | +130.1% | +103.8% |
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