+16.6%
EIX vs CAPR
+47.4%
-30.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.3% | -5.1% | +3.1% |
| 7D | +4.5% | +43.2% | -38.7% | +4.5% |
| 30D | +15.2% | +14.7% | +0.6% | +15.2% |
| 3M | -11.6% | +113.9% | -125.5% | -11.6% |
| 6M | -8.4% | -73.4% | +65.0% | -8.5% |
| YTD | +8.2% | -69.1% | +77.3% | +8.1% |
| 1Y | +16.6% | +47.2% | -30.6% | +16.4% |
| All | +16.6% | +47.4% | -30.9% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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