+35.9%
EIX vs ARWR
+1,024.2%
-988.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +1.4% | -17.8% | +19.2% | +2.5% |
| 30D | +8.5% | -18.1% | +26.7% | +9.7% |
| 3M | -13.5% | -44.2% | +30.7% | -10.5% |
| 6M | -12.4% | -38.6% | +26.3% | -10.0% |
| YTD | +5.9% | -28.0% | +33.9% | +7.4% |
| 1Y | +7.6% | +16.1% | -8.5% | +5.5% |
| 3Y | +12.8% | +84.0% | -71.2% | +4.5% |
| 5Y | +19.2% | -35.4% | +54.6% | +14.8% |
| All | +35.9% | +1,024.2% | -988.4% | +12.3% |
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