+35.4%
EIX vs ARWR
+1,009.4%
-974.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.4% |
| 7D | -1.5% | -17.9% | +16.5% | -0.4% |
| 30D | +8.1% | -18.9% | +27.0% | +9.4% |
| 3M | -12.1% | -46.0% | +33.8% | -8.9% |
| 6M | -13.4% | -40.3% | +26.9% | -11.0% |
| YTD | +5.6% | -29.0% | +34.6% | +7.1% |
| 1Y | +7.8% | +13.8% | -6.0% | +5.9% |
| 3Y | +9.8% | +74.9% | -65.1% | +2.1% |
| 5Y | +18.8% | -36.2% | +55.1% | +14.5% |
| All | +35.4% | +1,009.4% | -974.0% | +12.0% |
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