+35.1%
EIX vs AME
+438.4%
-403.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.0% | -4.1% | +5.1% | +2.5% |
| 30D | +8.9% | -4.1% | +13.0% | +10.3% |
| 3M | -9.8% | -5.6% | -4.2% | -8.1% |
| 6M | -10.2% | +2.8% | -13.0% | -12.4% |
| YTD | +5.9% | +16.6% | -10.7% | -2.8% |
| 1Y | +10.9% | +21.1% | -10.2% | -0.1% |
| 3Y | +10.2% | +61.1% | -50.9% | -15.5% |
| 5Y | +17.0% | +76.6% | -59.5% | -15.6% |
| 10Y | +35.1% | +431.3% | -396.2% | -24.4% |
| All | +35.1% | +438.4% | -403.3% | -24.4% |
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