+1,147.1%
EIX vs AME
+18,777.7%
-17,630.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | +0.1% |
| 7D | +0.7% | -1.5% | +2.2% | +1.0% |
| 30D | +8.8% | -4.2% | +12.9% | +9.7% |
| 3M | -10.9% | -5.9% | -5.0% | -9.8% |
| 6M | -10.3% | +2.8% | -13.1% | -11.6% |
| YTD | +5.8% | +16.6% | -10.7% | +0.5% |
| 1Y | +11.4% | +22.1% | -10.7% | +4.3% |
| 3Y | +11.1% | +64.7% | -53.6% | -5.3% |
| 5Y | +18.5% | +76.6% | -58.1% | -1.4% |
| 10Y | +32.2% | +443.9% | -411.6% | -18.2% |
| All | +1,147.1% | +18,777.7% | -17,630.6% | +299.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling