+2.9%
EIX vs AS
+133.7%
-130.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | +2.5% | +7.1% | -4.6% | +1.9% |
| 30D | +14.1% | +12.8% | +1.2% | +12.9% |
| 3M | -9.4% | -14.7% | +5.3% | -8.3% |
| 6M | -9.1% | -9.9% | +0.9% | -8.6% |
| YTD | +7.1% | -16.1% | +23.3% | +8.0% |
| 1Y | +13.3% | +0.2% | +13.1% | +12.1% |
| All | +2.9% | +133.7% | -130.9% | -0.7% |
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