+1,148.0%
EIX vs AIG
-14.1%
+1,162.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | +1.4% | +6.6% | -5.2% | +0.4% |
| 30D | +8.5% | +7.0% | +1.5% | +7.4% |
| 3M | -13.5% | +9.7% | -23.2% | -14.7% |
| 6M | -12.4% | +10.8% | -23.2% | -13.8% |
| YTD | +5.9% | -1.3% | +7.2% | +5.8% |
| 1Y | +7.6% | +8.4% | -0.8% | +6.0% |
| 3Y | +12.8% | +39.0% | -26.2% | +6.9% |
| 5Y | +19.2% | +59.6% | -40.4% | +9.9% |
| 10Y | +34.9% | +68.4% | -33.6% | +19.1% |
| All | +1,148.0% | -14.1% | +1,162.1% | +747.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling