+261.6%
EIX vs BUD
+215.1%
+46.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.3% |
| 7D | -2.5% | +0.5% | -3.0% | -2.7% |
| 30D | +7.7% | +7.4% | +0.3% | +5.1% |
| 3M | -12.9% | +4.3% | -17.2% | -14.2% |
| 6M | -12.7% | +5.3% | -18.0% | -14.4% |
| YTD | +5.5% | +33.2% | -27.8% | -4.7% |
| 1Y | +9.4% | +31.8% | -22.4% | -0.8% |
| 3Y | +9.7% | +47.8% | -38.1% | -5.5% |
| 5Y | +16.9% | +50.2% | -33.2% | -1.7% |
| 10Y | +34.3% | -4.8% | +39.1% | +21.5% |
| All | +261.6% | +215.1% | +46.5% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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