+129.4%
EIX vs BR
+1,321.0%
-1,191.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +2.0% |
| 7D | -19.1% | -5.3% | -13.8% | -17.5% |
| 30D | -16.9% | +6.4% | -23.4% | -18.8% |
| 3M | -20.0% | +13.6% | -33.6% | -23.9% |
| 6M | -21.3% | -6.7% | -14.6% | -20.3% |
| YTD | -1.7% | -21.1% | +19.4% | +5.4% |
| 1Y | +9.6% | -29.6% | +39.1% | +22.3% |
| 3Y | -3.7% | -2.4% | -1.3% | -5.4% |
| 5Y | +22.6% | +11.2% | +11.4% | +13.1% |
| 10Y | +17.7% | +191.8% | -174.1% | -25.1% |
| All | +129.4% | +1,321.0% | -1,191.6% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling