+1,131.2%
EIX vs AME
+18,019.4%
-16,888.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -3.2% |
| 7D | +1.0% | -5.2% | +6.1% | +2.3% |
| 30D | +9.1% | -8.0% | +17.1% | +11.4% |
| 3M | -10.2% | -8.9% | -1.3% | -8.3% |
| 6M | -11.2% | -5.0% | -6.3% | -10.6% |
| YTD | +4.5% | +11.9% | -7.4% | +0.3% |
| 1Y | +10.9% | +16.6% | -5.8% | +5.2% |
| 3Y | +8.4% | +62.5% | -54.1% | -7.3% |
| 5Y | +18.0% | +67.6% | -49.6% | -0.4% |
| 10Y | +30.3% | +450.4% | -420.1% | -19.5% |
| All | +1,131.2% | +18,019.4% | -16,888.2% | +298.6% |
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