+14,085.9%
ECL vs EIX
+1,174.9%
+12,911.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.7% |
| 7D | -0.5% | +0.7% | -1.3% | -0.7% |
| 30D | +8.8% | +8.8% | +0.1% | +6.7% |
| 3M | +7.8% | -10.9% | +18.8% | +9.6% |
| 6M | +21.3% | -10.3% | +31.6% | +22.8% |
| YTD | +17.8% | +5.8% | +12.0% | +14.2% |
| 1Y | +21.1% | +11.4% | +9.7% | +15.9% |
| 3Y | +80.1% | +11.1% | +69.0% | +69.2% |
| 5Y | +40.5% | +18.5% | +22.0% | +29.5% |
| 10Y | +197.7% | +32.2% | +165.5% | +159.4% |
| All | +14,085.9% | +1,174.9% | +12,911.0% | +6,397.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling