+9.6%
EIX vs AMCR
+11.5%
-2.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | -19.1% | -3.3% | -15.8% | -18.4% |
| 30D | -16.9% | -5.4% | -11.5% | -15.9% |
| 3M | -20.0% | +20.0% | -40.0% | -23.1% |
| 6M | -21.3% | 0.0% | -21.4% | -21.1% |
| YTD | -1.7% | +11.5% | -13.2% | -3.8% |
| 1Y | +9.6% | +11.4% | -1.8% | +6.2% |
| All | +9.6% | +11.5% | -2.0% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling