+12.4%
EIX vs CAPR
+264.4%
-252.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.7% | +8.9% | +0.2% |
| 7D | -1.5% | +19.1% | -20.5% | -1.6% |
| 30D | +8.1% | +48.8% | -40.7% | +7.9% |
| 3M | -12.1% | +144.4% | -156.5% | -12.7% |
| 6M | -13.4% | -67.5% | +54.1% | -13.4% |
| YTD | +5.6% | -64.5% | +70.1% | +5.5% |
| 1Y | +7.8% | +74.4% | -66.6% | +5.3% |
| All | +12.4% | +264.4% | -252.0% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling