+35.1%
EIX vs ACWI
+220.7%
-185.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +1.0% | -0.2% | +1.1% | +1.0% |
| 30D | +8.9% | -3.3% | +12.1% | +11.4% |
| 3M | -9.8% | -3.4% | -6.4% | -7.7% |
| 6M | -10.2% | +0.8% | -11.0% | -11.3% |
| YTD | +5.9% | +10.7% | -4.8% | -2.7% |
| 1Y | +10.9% | +11.6% | -0.7% | +1.1% |
| 3Y | +10.2% | +73.4% | -63.2% | -29.0% |
| 5Y | +17.0% | +60.2% | -43.1% | -20.8% |
| 10Y | +35.1% | +221.6% | -186.5% | -48.6% |
| All | +35.1% | +220.7% | -185.6% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling