+32.2%
EIX vs A
+328.7%
-296.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.5% |
| 7D | +0.7% | +4.8% | -4.0% | -0.5% |
| 30D | +8.8% | +5.6% | +3.1% | +7.1% |
| 3M | -10.9% | +23.6% | -34.5% | -16.2% |
| 6M | -10.3% | +56.4% | -66.7% | -21.5% |
| YTD | +5.8% | +33.4% | -27.6% | -3.5% |
| 1Y | +11.4% | +23.7% | -12.3% | +3.8% |
| 3Y | +11.1% | +71.0% | -59.9% | -9.3% |
| 5Y | +18.5% | +16.8% | +1.6% | +7.7% |
| 10Y | +32.2% | +323.8% | -291.5% | -16.8% |
| All | +32.2% | +328.7% | -296.5% | -16.8% |
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