+18.0%
EIX vs AZO
+296.8%
-278.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -1.4% | -3.6% | +2.2% | -0.3% |
| 30D | -19.3% | -5.6% | -13.8% | -18.1% |
| 3M | -21.7% | -6.6% | -15.0% | -20.5% |
| 6M | -19.8% | -22.5% | +2.7% | -14.3% |
| YTD | -3.0% | -15.2% | +12.1% | +0.4% |
| 1Y | +5.1% | -33.9% | +39.0% | +17.3% |
| 3Y | -7.0% | +11.8% | -18.8% | -13.6% |
| 5Y | +22.0% | +85.5% | -63.5% | -7.2% |
| All | +18.0% | +296.8% | -278.8% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling