+22.7%
EIX vs ARWR
+1,075.6%
-1,052.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.4% | +5.9% | +4.6% |
| 7D | +0.9% | +2.9% | -2.0% | +0.7% |
| 30D | -13.5% | -2.9% | -10.6% | -13.4% |
| 3M | -15.3% | +15.2% | -30.5% | -16.1% |
| 6M | -15.3% | +42.3% | -57.6% | -17.4% |
| YTD | +2.7% | +28.2% | -25.5% | +0.7% |
| 1Y | +17.4% | +213.2% | -195.8% | +8.5% |
| 3Y | -1.3% | +184.6% | -186.0% | -11.0% |
| 5Y | +27.2% | +29.2% | -2.1% | +17.4% |
| 10Y | +22.7% | +1,012.5% | -989.8% | +0.1% |
| All | +22.7% | +1,075.6% | -1,052.8% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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