+7.6%
EIX vs BR
-11.4%
+19.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +1.4% | +1.1% | +0.3% | +1.4% |
| 30D | +8.5% | +14.4% | -5.8% | +8.8% |
| 3M | -13.5% | +12.4% | -25.9% | -13.2% |
| 6M | -12.4% | +35.4% | -47.8% | -11.6% |
| YTD | +5.9% | -12.2% | +18.1% | +15.9% |
| 1Y | +7.6% | -12.7% | +20.3% | +17.9% |
| All | +7.6% | -11.4% | +19.0% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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