+18.6%
EIX vs AGI
+243.7%
-225.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +1.4% | -10.1% | +11.5% | +2.5% |
| 30D | +8.5% | -6.5% | +15.1% | +9.1% |
| 3M | -13.5% | -12.8% | -0.6% | -12.6% |
| 6M | -12.4% | -34.3% | +22.0% | -8.8% |
| YTD | +5.9% | -25.6% | +31.5% | +7.3% |
| 1Y | +7.6% | -14.2% | +21.8% | +6.5% |
| 3Y | +12.8% | +127.3% | -114.5% | -9.7% |
| All | +18.6% | +243.7% | -225.2% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling