-2.0%
EIX vs ACM
-21.7%
+19.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -19.1% | -3.7% | -15.4% | -18.6% |
| 30D | -16.9% | -11.1% | -5.8% | -15.6% |
| 3M | -20.0% | -8.0% | -12.0% | -19.3% |
| 6M | -21.3% | -29.7% | +8.3% | -16.9% |
| YTD | -1.7% | -29.4% | +27.7% | +2.9% |
| 1Y | +9.6% | -46.4% | +56.0% | +23.2% |
| All | -2.0% | -21.7% | +19.7% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling