+22.7%
EIX vs AME
+421.6%
-398.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +0.9% | +2.8% | -1.9% | -0.3% |
| 30D | -13.5% | -6.3% | -7.3% | -11.1% |
| 3M | -15.3% | +5.4% | -20.6% | -17.6% |
| 6M | -15.3% | +7.4% | -22.8% | -18.6% |
| YTD | +2.7% | +16.2% | -13.4% | -4.9% |
| 1Y | +17.4% | +26.8% | -9.4% | +4.1% |
| 3Y | -1.3% | +57.5% | -58.8% | -22.9% |
| 5Y | +27.2% | +84.8% | -57.7% | -9.6% |
| 10Y | +22.7% | +424.3% | -401.6% | -31.1% |
| All | +22.7% | +421.6% | -398.9% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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