+20.1%
EIX vs BRO
+17.6%
+2.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -1.4% | -7.3% | +6.0% | +0.6% |
| 30D | -19.3% | -6.9% | -12.5% | -17.8% |
| 3M | -21.7% | +10.7% | -32.3% | -24.1% |
| 6M | -19.8% | -2.7% | -17.1% | -19.7% |
| YTD | -3.0% | -16.3% | +13.3% | +1.4% |
| 1Y | +5.1% | -29.1% | +34.2% | +15.5% |
| 3Y | -7.0% | -7.8% | +0.9% | -7.0% |
| All | +20.1% | +17.6% | +2.5% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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