+18.6%
EIX vs CAPR
+172.3%
-153.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.3% | +0.4% |
| 7D | +1.4% | +5.9% | -4.5% | +1.3% |
| 30D | +8.5% | +44.6% | -36.1% | +8.2% |
| 3M | -13.5% | +126.4% | -139.8% | -14.1% |
| 6M | -12.4% | -68.6% | +56.2% | -12.3% |
| YTD | +5.9% | -67.0% | +72.9% | +5.9% |
| 1Y | +7.6% | +65.2% | -57.6% | +4.6% |
| 3Y | +12.8% | +235.6% | -222.8% | +4.5% |
| All | +18.6% | +172.3% | -153.7% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling