+24.0%
EIX vs AGI
+392.7%
-368.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.3% |
| 7D | +4.1% | +2.2% | +1.9% | +3.8% |
| 30D | -15.3% | +11.3% | -26.6% | -16.5% |
| 3M | -18.4% | +5.6% | -24.1% | -19.3% |
| 6M | -16.8% | -27.7% | +10.8% | -14.0% |
| YTD | -0.6% | -4.1% | +3.5% | -1.8% |
| 1Y | +10.7% | +13.8% | -3.1% | +5.9% |
| 3Y | -4.5% | +217.0% | -221.5% | -26.6% |
| 5Y | +24.0% | +404.3% | -380.3% | -15.2% |
| All | +24.0% | +392.7% | -368.6% | -15.2% |
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 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