+10.2%
EIX vs AR
+42.3%
-32.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +1.0% |
| 7D | +1.0% | -5.8% | +6.7% | +1.4% |
| 30D | +8.9% | +4.8% | +4.0% | +8.2% |
| 3M | -9.8% | +1.5% | -11.3% | -10.1% |
| 6M | -10.2% | +4.7% | -14.9% | -10.9% |
| YTD | +5.9% | +9.2% | -3.3% | +4.1% |
| 1Y | +10.9% | +11.2% | -0.3% | +8.6% |
| 3Y | +10.2% | +46.2% | -36.0% | +0.1% |
| All | +10.2% | +42.3% | -32.1% | +0.1% |
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