+108.3%
EIX vs AR
-33.4%
+141.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | +1.0% | -14.3% | +15.2% | +2.1% |
| 30D | +9.1% | +1.4% | +7.7% | +8.9% |
| 3M | -10.2% | +3.4% | -13.6% | -10.6% |
| 6M | -11.2% | -2.1% | -9.2% | -11.3% |
| YTD | +4.5% | +4.7% | -0.2% | +3.6% |
| 1Y | +10.9% | +10.6% | +0.3% | +9.4% |
| 3Y | +8.4% | +24.6% | -16.2% | +4.9% |
| 5Y | +18.0% | +71.9% | -53.9% | +10.5% |
| 10Y | +30.3% | +46.4% | -16.1% | +2.6% |
| All | +108.3% | -33.4% | +141.7% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling