+19.6%
EIX vs AIG
+65.5%
-45.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.8% | -2.4% | +3.2% | +1.6% |
| 30D | -18.8% | -2.9% | -15.9% | -18.0% |
| 3M | -19.7% | +0.8% | -20.5% | -20.1% |
| 6M | -18.2% | -2.7% | -15.6% | -17.8% |
| YTD | -1.7% | -11.2% | +9.4% | +1.6% |
| 1Y | +7.8% | -1.5% | +9.3% | +7.3% |
| 3Y | -5.6% | +34.4% | -40.0% | -15.9% |
| 5Y | +23.7% | +54.4% | -30.8% | +2.6% |
| All | +19.6% | +65.5% | -45.9% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling