+22.8%
EIX vs AMRZ
-19.2%
+42.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.8% | -3.0% |
| 7D | +4.1% | -4.7% | +8.7% | +4.4% |
| 30D | -15.3% | -11.3% | -4.0% | -14.4% |
| 3M | -18.4% | -22.1% | +3.6% | -16.8% |
| 6M | -16.8% | -29.6% | +12.8% | -14.4% |
| YTD | -0.6% | -23.3% | +22.8% | +0.8% |
| 1Y | +10.7% | -23.7% | +34.4% | +11.3% |
| All | +22.8% | -19.2% | +42.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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