+21.0%
EIX vs ACWI
+55.1%
-34.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | +1.2% |
| 7D | +2.5% | -4.0% | +6.5% | +4.9% |
| 30D | +14.1% | -5.8% | +19.9% | +17.9% |
| 3M | -9.4% | -5.0% | -4.4% | -6.9% |
| 6M | -9.1% | +0.7% | -9.8% | -10.0% |
| YTD | +7.1% | +8.4% | -1.3% | +1.0% |
| 1Y | +13.3% | +10.1% | +3.1% | +5.7% |
| 3Y | +10.9% | +70.8% | -59.9% | -22.5% |
| 5Y | +21.0% | +55.4% | -34.4% | -16.9% |
| All | +21.0% | +55.1% | -34.1% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling