+16.6%
EIX vs AZO
-7.5%
+24.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.8% | +2.8% |
| 7D | +4.5% | +5.3% | -0.8% | +4.1% |
| 30D | +15.2% | +18.4% | -3.2% | +13.9% |
| 3M | -11.6% | +9.8% | -21.4% | -12.2% |
| 6M | -8.4% | -4.5% | -3.9% | -8.1% |
| YTD | +8.2% | -1.9% | +10.1% | +9.2% |
| 1Y | +16.6% | -9.5% | +26.1% | +17.8% |
| All | +16.6% | -7.5% | +24.1% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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