+454.6%
EIX vs AU
+607.0%
-152.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | +1.4% | -7.2% | +8.6% | +1.9% |
| 30D | +8.5% | -2.9% | +11.4% | +8.7% |
| 3M | -13.5% | -8.7% | -4.8% | -13.1% |
| 6M | -12.4% | -14.1% | +1.8% | -11.9% |
| YTD | +5.9% | +4.8% | +1.1% | +4.2% |
| 1Y | +7.6% | +11.9% | -4.3% | +5.3% |
| 3Y | +12.8% | +513.8% | -501.0% | -5.0% |
| 5Y | +19.2% | +379.3% | -360.0% | +1.0% |
| 10Y | +34.9% | +837.1% | -802.2% | +4.2% |
| All | +454.6% | +607.0% | -152.4% | +359.1% |
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