+16.6%
EIX vs AGI
-1.1%
+17.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.8% | -7.7% | +2.7% |
| 7D | +4.5% | -5.3% | +9.8% | +4.5% |
| 30D | +15.2% | -7.1% | +22.4% | +15.3% |
| 3M | -11.6% | +4.4% | -16.0% | -12.1% |
| 6M | -8.4% | -23.0% | +14.7% | -7.6% |
| YTD | +8.2% | -22.0% | +30.2% | +8.5% |
| 1Y | +16.6% | +0.3% | +16.3% | +10.2% |
| All | +16.6% | -1.1% | +17.7% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling