+35.9%
EIX vs AEE
+222.5%
-186.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.5% |
| 7D | +1.4% | +1.7% | -0.3% | +0.1% |
| 30D | +8.5% | +9.7% | -1.2% | +1.2% |
| 3M | -13.5% | +5.9% | -19.4% | -17.1% |
| 6M | -12.4% | +6.7% | -19.1% | -16.6% |
| YTD | +5.9% | +17.4% | -11.4% | -6.0% |
| 1Y | +7.6% | +12.7% | -5.1% | -1.6% |
| 3Y | +12.8% | +68.2% | -55.4% | -24.2% |
| 5Y | +19.2% | +57.3% | -38.1% | -15.6% |
| All | +35.9% | +222.5% | -186.6% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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