+149.6%
EIX vs ACWI
+330.1%
-180.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | +1.6% |
| 7D | +2.5% | -4.0% | +6.5% | +5.4% |
| 30D | +14.1% | -5.8% | +19.9% | +18.7% |
| 3M | -9.4% | -5.0% | -4.4% | -6.4% |
| 6M | -9.1% | +0.7% | -9.8% | -10.1% |
| YTD | +7.1% | +8.4% | -1.3% | +0.4% |
| 1Y | +13.3% | +10.1% | +3.1% | +5.0% |
| 3Y | +10.9% | +70.8% | -59.9% | -24.7% |
| 5Y | +21.0% | +55.4% | -34.4% | -13.2% |
| 10Y | +33.6% | +223.3% | -189.7% | -42.3% |
| All | +149.6% | +330.1% | -180.5% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling