+1,058.2%
EIX vs AME
+18,709.1%
-17,650.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -19.1% | +0.6% | -19.7% | -19.2% |
| 30D | -16.9% | -6.7% | -10.2% | -15.3% |
| 3M | -20.0% | +4.1% | -24.1% | -21.1% |
| 6M | -21.3% | +1.6% | -22.9% | -22.0% |
| YTD | -1.7% | +16.1% | -17.9% | -6.2% |
| 1Y | +9.6% | +27.3% | -17.8% | +1.7% |
| 3Y | -3.7% | +50.9% | -54.5% | -15.6% |
| 5Y | +22.6% | +81.4% | -58.8% | +1.6% |
| 10Y | +17.7% | +417.0% | -399.3% | -26.0% |
| All | +1,058.2% | +18,709.1% | -17,650.9% | +272.5% |
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