+1,058.2%
EIX vs AIG
-21.5%
+1,079.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | -19.1% | -0.9% | -18.2% | -19.0% |
| 30D | -16.9% | -4.9% | -12.0% | -16.3% |
| 3M | -20.0% | +4.5% | -24.5% | -20.6% |
| 6M | -21.3% | -1.4% | -19.9% | -21.3% |
| YTD | -1.7% | -9.8% | +8.1% | -0.4% |
| 1Y | +9.6% | -4.5% | +14.1% | +10.0% |
| 3Y | -3.7% | +37.4% | -41.1% | -8.5% |
| 5Y | +22.6% | +55.0% | -32.4% | +13.6% |
| 10Y | +17.7% | +63.7% | -46.0% | +4.6% |
| All | +1,058.2% | -21.5% | +1,079.7% | +697.4% |
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