+121.3%
EIX vs AMCR
+100.2%
+21.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | -3.4% | +4.4% |
| 3Y | -3.7% | +6.9% | -10.6% | -7.6% |
| 5Y | +22.6% | -10.5% | +33.1% | +23.1% |
| 10Y | +17.7% | +20.9% | -3.2% | +3.6% |
| All | +121.3% | +100.2% | +21.1% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling