+8.4%
EIX vs AR
+19.9%
-11.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | +1.0% | -14.3% | +15.2% | +2.3% |
| 30D | +9.1% | +1.4% | +7.7% | +8.8% |
| 3M | -10.2% | +3.4% | -13.6% | -10.7% |
| 6M | -11.2% | -2.1% | -9.2% | -11.4% |
| YTD | +4.5% | +4.7% | -0.2% | +3.0% |
| 1Y | +10.9% | +10.6% | +0.3% | +8.5% |
| 3Y | +8.4% | +24.6% | -16.2% | +0.2% |
| All | +8.4% | +19.9% | -11.5% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling