+19.6%
EIX vs AMCR
+16.5%
+3.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.8% | -5.0% | +5.8% | +2.8% |
| 30D | -18.8% | -8.0% | -10.8% | -16.2% |
| 3M | -19.7% | +14.3% | -34.0% | -24.0% |
| 6M | -18.2% | +5.3% | -23.6% | -20.7% |
| YTD | -1.7% | +7.7% | -9.5% | -6.0% |
| 1Y | +7.8% | +10.8% | -3.1% | +1.6% |
| 3Y | -5.6% | +9.6% | -15.2% | -12.1% |
| 5Y | +23.7% | -10.2% | +33.9% | +23.7% |
| All | +19.6% | +16.5% | +3.1% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling