+96.0%
EIX vs AR
-27.2%
+123.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -19.1% | +2.5% | -21.6% | -19.2% |
| 30D | -16.9% | +14.8% | -31.7% | -17.8% |
| 3M | -20.0% | +6.2% | -26.2% | -20.4% |
| 6M | -21.3% | +4.3% | -25.6% | -21.8% |
| YTD | -1.7% | +14.4% | -16.1% | -3.0% |
| 1Y | +9.6% | +21.3% | -11.8% | +7.4% |
| 3Y | -3.7% | +39.8% | -43.5% | -7.5% |
| 5Y | +22.6% | +142.1% | -119.5% | +12.4% |
| 10Y | +17.7% | +52.0% | -34.4% | -7.7% |
| All | +96.0% | -27.2% | +123.2% | +59.5% |
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