+810.1%
EIX vs AGI
+4,206.7%
-3,396.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +1.4% | -10.1% | +11.5% | +1.9% |
| 30D | +8.5% | -6.5% | +15.1% | +8.8% |
| 3M | -13.5% | -12.8% | -0.6% | -13.0% |
| 6M | -12.4% | -34.3% | +22.0% | -10.8% |
| YTD | +5.9% | -25.6% | +31.5% | +6.7% |
| 1Y | +7.6% | -14.2% | +21.8% | +7.6% |
| 3Y | +12.8% | +127.3% | -114.5% | +6.4% |
| 5Y | +19.2% | +241.8% | -222.5% | +9.6% |
| 10Y | +34.9% | +381.8% | -346.9% | +18.9% |
| All | +810.1% | +4,206.7% | -3,396.7% | +602.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling