+933.4%
EIX vs ACGL
+5,005.0%
-4,071.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +2.5% | +6.4% | -3.9% | +1.0% |
| 30D | +14.1% | +16.6% | -2.5% | +9.9% |
| 3M | -9.4% | +11.6% | -21.0% | -11.8% |
| 6M | -9.1% | +17.5% | -26.5% | -12.6% |
| YTD | +7.1% | +15.3% | -8.1% | +3.3% |
| 1Y | +13.3% | +26.3% | -13.0% | +6.8% |
| 3Y | +10.9% | +35.9% | -25.0% | +2.1% |
| 5Y | +21.0% | +168.2% | -147.2% | -5.9% |
| 10Y | +33.6% | +352.0% | -318.4% | -7.8% |
| All | +933.4% | +5,005.0% | -4,071.6% | +442.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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