+18.6%
EIX vs ACM
+1.1%
+17.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.2% |
| 7D | +1.4% | +5.6% | -4.3% | +0.1% |
| 30D | +8.5% | +20.8% | -12.3% | +4.1% |
| 3M | -13.5% | +11.4% | -24.9% | -15.5% |
| 6M | -12.4% | +0.9% | -13.3% | -13.1% |
| YTD | +5.9% | -24.8% | +30.7% | +11.9% |
| 1Y | +7.6% | -46.4% | +54.0% | +26.7% |
| 3Y | +12.8% | -9.2% | +22.0% | +7.4% |
| All | +18.6% | +1.1% | +17.5% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling