+21.0%
EIX vs AIG
+65.5%
-44.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | +4.1% | -1.4% | +5.5% | +4.5% |
| 30D | -15.3% | -3.3% | -12.0% | -14.4% |
| 3M | -18.4% | +2.2% | -20.6% | -19.2% |
| 6M | -16.8% | -2.1% | -14.7% | -16.6% |
| YTD | -0.6% | -11.2% | +10.6% | +2.8% |
| 1Y | +10.7% | -2.1% | +12.8% | +10.4% |
| 3Y | -4.5% | +34.4% | -38.8% | -14.9% |
| 5Y | +24.0% | +53.7% | -29.7% | +3.1% |
| All | +21.0% | +65.5% | -44.5% | -19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling