+119.7%
EIX vs ACM
+233.3%
-113.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +1.0% | +5.4% | -4.4% | -0.3% |
| 30D | +9.1% | +15.1% | -6.0% | +5.4% |
| 3M | -10.2% | -10.5% | +0.2% | -8.2% |
| 6M | -11.2% | -19.7% | +8.5% | -7.3% |
| YTD | +4.5% | -28.8% | +33.3% | +11.6% |
| 1Y | +10.9% | -47.9% | +58.7% | +27.8% |
| 3Y | +8.4% | -12.4% | +20.8% | +8.4% |
| 5Y | +18.0% | +0.6% | +17.4% | +13.0% |
| 10Y | +30.3% | +161.3% | -131.0% | -5.3% |
| All | +119.7% | +233.3% | -113.6% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling