+22.7%
EIX vs A
+237.5%
-214.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.7% | +7.2% | +5.2% |
| 7D | +0.9% | -2.1% | +3.0% | +1.4% |
| 30D | -13.5% | +0.6% | -14.1% | -13.9% |
| 3M | -15.3% | +10.9% | -26.1% | -18.0% |
| 6M | -15.3% | +28.2% | -43.5% | -22.0% |
| YTD | +2.7% | +8.6% | -5.8% | -0.9% |
| 1Y | +17.4% | +15.5% | +1.9% | +10.9% |
| 3Y | -1.3% | +31.8% | -33.1% | -13.3% |
| 5Y | +27.2% | -14.9% | +42.1% | +27.3% |
| 10Y | +22.7% | +237.8% | -215.1% | -21.8% |
| All | +22.7% | +237.5% | -214.7% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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