+414.7%
EIX vs AU
+793.6%
-378.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.0% |
| 7D | -19.1% | -3.6% | -15.5% | -18.9% |
| 30D | -16.9% | +23.9% | -40.8% | -18.3% |
| 3M | -20.0% | +19.1% | -39.1% | -21.3% |
| 6M | -21.3% | -0.2% | -21.2% | -21.9% |
| YTD | -1.7% | +32.5% | -34.2% | -4.8% |
| 1Y | +9.6% | +96.9% | -87.4% | +2.6% |
| 3Y | -3.7% | +614.7% | -618.4% | -19.8% |
| 5Y | +22.6% | +647.7% | -625.1% | +0.6% |
| 10Y | +17.7% | +679.2% | -661.5% | -7.8% |
| All | +414.7% | +793.6% | -378.9% | +319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling