+138.5%
EIX vs AMCR
+100.3%
+38.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -2.4% | +3.7% | +2.1% |
| 30D | +8.5% | +3.6% | +5.0% | +7.3% |
| 3M | -13.5% | -4.2% | -9.2% | -12.5% |
| 6M | -12.4% | +15.5% | -27.9% | -16.5% |
| YTD | +5.9% | +9.7% | -3.8% | +1.8% |
| 1Y | +7.6% | +8.3% | -0.7% | +3.8% |
| 3Y | +12.8% | +15.4% | -2.6% | +5.8% |
| 5Y | +19.2% | -9.1% | +28.3% | +19.0% |
| 10Y | +34.9% | +18.6% | +16.2% | +18.4% |
| All | +138.5% | +100.3% | +38.2% | +109.9% |
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