+24.0%
EIX vs BG
+84.9%
-60.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +4.1% | +0.5% | +3.6% | +4.0% |
| 30D | -15.3% | +10.3% | -25.6% | -16.9% |
| 3M | -18.4% | -1.9% | -16.5% | -18.3% |
| 6M | -16.8% | +5.2% | -22.1% | -18.1% |
| YTD | -0.6% | +41.2% | -41.7% | -7.8% |
| 1Y | +10.7% | +50.5% | -39.9% | +1.0% |
| 3Y | -4.5% | +19.9% | -24.4% | -9.7% |
| 5Y | +24.0% | +86.7% | -62.7% | +9.6% |
| All | +24.0% | +84.9% | -60.9% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling