+22.7%
EIX vs CAPR
+84.7%
-62.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | -19.1% | -2.0% | -17.1% | -19.1% |
| 30D | -16.9% | +139.2% | -156.1% | -17.4% |
| 3M | -20.0% | -66.4% | +46.4% | -19.9% |
| 6M | -21.3% | -63.1% | +41.8% | -21.3% |
| YTD | -1.7% | -67.4% | +65.7% | -1.6% |
| 1Y | +9.6% | +58.2% | -48.7% | +6.6% |
| 3Y | -3.7% | +42.2% | -45.9% | -8.7% |
| All | +22.7% | +84.7% | -62.0% | +14.6% |
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