+121.3%
EIX vs AMCR
+106.4%
+14.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -19.1% | -1.9% | -17.2% | -18.6% |
| 30D | -16.9% | -4.1% | -12.8% | -15.9% |
| 3M | -20.0% | +21.7% | -41.7% | -24.7% |
| 6M | -21.3% | +1.5% | -22.8% | -22.2% |
| YTD | -1.7% | +13.1% | -14.8% | -6.2% |
| 1Y | +9.6% | +16.5% | -6.9% | +3.5% |
| 3Y | -3.7% | +10.3% | -13.9% | -8.4% |
| 5Y | +22.6% | -7.7% | +30.3% | +21.9% |
| 10Y | +17.7% | +24.6% | -6.9% | +2.6% |
| All | +121.3% | +106.4% | +14.9% | +93.4% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling