-4.1%
EIX vs A
+30.8%
-34.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | -19.1% | -1.9% | -17.2% | -18.9% |
| 30D | -16.9% | +6.9% | -23.8% | -17.8% |
| 3M | -20.0% | +9.2% | -29.2% | -21.2% |
| 6M | -21.3% | +25.7% | -47.0% | -24.3% |
| YTD | -1.7% | +11.5% | -13.2% | -3.3% |
| 1Y | +9.6% | +18.4% | -8.8% | +6.3% |
| All | -4.1% | +30.8% | -34.9% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling