+28.0%
EIX vs CAPR
-68.5%
+96.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.7% | -7.1% | -2.5% |
| 7D | +1.0% | +41.1% | -40.1% | +0.8% |
| 30D | +9.1% | +11.1% | -2.0% | +9.0% |
| 3M | -10.2% | +115.3% | -125.5% | -10.7% |
| 6M | -11.2% | -73.8% | +62.6% | -11.0% |
| YTD | +4.5% | -68.8% | +73.3% | +4.6% |
| 1Y | +10.9% | +43.3% | -32.4% | +8.7% |
| 3Y | +8.4% | +214.7% | -206.3% | +5.2% |
| 5Y | +18.0% | +141.3% | -123.3% | +14.3% |
| All | +28.0% | -68.5% | +96.5% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling