+28.0%
EIX vs ARWR
+906.2%
-878.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.6% |
| 7D | +1.0% | -2.9% | +3.9% | +1.2% |
| 30D | +9.1% | -5.4% | +14.5% | +9.5% |
| 3M | -10.2% | -32.2% | +22.0% | -8.1% |
| 6M | -11.2% | -26.5% | +15.3% | -9.8% |
| YTD | +4.5% | -12.4% | +16.9% | +4.8% |
| 1Y | +10.9% | +46.9% | -36.0% | +7.3% |
| 3Y | +8.4% | +116.0% | -107.6% | -0.5% |
| 5Y | +18.0% | -28.0% | +45.9% | +12.9% |
| All | +28.0% | +906.2% | -878.2% | +4.2% |
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