-5.6%
EIX vs AS
+120.4%
-126.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.7% | +0.5% |
| 7D | -19.1% | -4.9% | -14.2% | -18.7% |
| 30D | -16.9% | -19.6% | +2.7% | -15.4% |
| 3M | -20.0% | -14.4% | -5.6% | -19.1% |
| 6M | -21.3% | -20.1% | -1.2% | -20.2% |
| YTD | -1.7% | -20.9% | +19.2% | -0.4% |
| 1Y | +9.6% | -21.9% | +31.4% | +11.0% |
| All | -5.6% | +120.4% | -126.0% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 5y: compounded portfolio wealth divided by compounded AS 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…
5y analysis · Full analysis span regression · 6 months rolling