+468.3%
EIX vs AEE
+892.1%
-423.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.6% |
| 7D | +1.4% | +1.7% | -0.3% | 0.0% |
| 30D | +8.5% | +9.7% | -1.2% | +0.7% |
| 3M | -13.5% | +5.9% | -19.4% | -17.3% |
| 6M | -12.4% | +6.7% | -19.1% | -16.9% |
| YTD | +5.9% | +17.4% | -11.4% | -6.9% |
| 1Y | +7.6% | +12.7% | -5.1% | -2.3% |
| 3Y | +12.8% | +68.2% | -55.4% | -26.6% |
| 5Y | +19.2% | +57.3% | -38.1% | -18.3% |
| 10Y | +34.9% | +220.6% | -185.7% | -50.8% |
| All | +468.3% | +892.1% | -423.8% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling