+16.6%
EIX vs ACM
-46.6%
+63.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +3.1% |
| 7D | +4.5% | +9.5% | -5.0% | +4.4% |
| 30D | +15.2% | +14.7% | +0.5% | +15.1% |
| 3M | -11.6% | -9.5% | -2.1% | -12.1% |
| 6M | -8.4% | -18.0% | +9.7% | -9.0% |
| YTD | +8.2% | -27.3% | +35.5% | +6.5% |
| 1Y | +16.6% | -47.0% | +63.6% | +18.7% |
| All | +16.6% | -46.6% | +63.1% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling