+5.1%
EIX vs AU
+72.0%
-66.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -1.4% | -4.3% | +2.9% | -1.2% |
| 30D | -19.3% | +7.3% | -26.6% | -19.6% |
| 3M | -21.7% | +26.3% | -48.0% | -22.6% |
| 6M | -19.8% | +1.8% | -21.6% | -20.3% |
| YTD | -3.0% | +26.8% | -29.9% | -4.8% |
| 1Y | +5.1% | +66.7% | -61.6% | +0.4% |
| All | +5.1% | +72.0% | -66.9% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling