+35.9%
EIX vs CBOE
+524.9%
-489.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.1% |
| 7D | +1.4% | +6.3% | -4.9% | -0.1% |
| 30D | +8.5% | +24.9% | -16.4% | +2.6% |
| 3M | -13.5% | +28.5% | -41.9% | -18.7% |
| 6M | -12.4% | +2.9% | -15.2% | -13.6% |
| YTD | +5.9% | +50.7% | -44.8% | -6.1% |
| 1Y | +7.6% | +45.5% | -37.9% | -3.8% |
| 3Y | +12.8% | +116.3% | -103.6% | -11.1% |
| 5Y | +19.2% | +204.3% | -185.1% | -16.4% |
| All | +35.9% | +524.9% | -489.1% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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