+853.4%
EIX vs BG
+954.5%
-101.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | +1.4% | +2.6% | -1.2% | +0.8% |
| 30D | +8.5% | -6.7% | +15.2% | +10.2% |
| 3M | -13.5% | -9.3% | -4.2% | -11.8% |
| 6M | -12.4% | -18.3% | +6.0% | -8.9% |
| YTD | +5.9% | +16.2% | -10.3% | +1.1% |
| 1Y | +7.6% | +7.6% | 0.0% | +4.5% |
| 3Y | +12.8% | +6.6% | +6.2% | +8.0% |
| 5Y | +19.2% | +22.2% | -3.0% | +8.5% |
| 10Y | +34.9% | +112.0% | -77.1% | +2.6% |
| All | +853.4% | +954.5% | -101.1% | +346.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling