+106.7%
EIX vs ACM
+230.8%
-124.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -19.1% | -3.7% | -15.4% | -18.2% |
| 30D | -16.9% | -11.1% | -5.8% | -14.8% |
| 3M | -20.0% | -8.0% | -12.0% | -18.8% |
| 6M | -21.3% | -29.7% | +8.3% | -15.1% |
| YTD | -1.7% | -29.4% | +27.7% | +5.3% |
| 1Y | +9.6% | -46.4% | +56.0% | +25.4% |
| 3Y | -3.7% | -22.3% | +18.7% | -0.7% |
| 5Y | +22.6% | +4.5% | +18.1% | +16.2% |
| 10Y | +17.7% | +127.6% | -110.0% | -11.6% |
| All | +106.7% | +230.8% | -124.1% | +12.1% |
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