+32.7%
EIX vs COMP
-52.0%
+84.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.7% | -13.2% | -3.2% |
| 7D | +1.0% | +13.4% | -12.5% | +0.1% |
| 30D | +9.1% | +11.1% | -2.0% | +8.2% |
| 3M | -10.2% | -18.8% | +8.6% | -9.2% |
| 6M | -11.2% | +10.5% | -21.7% | -12.4% |
| YTD | +4.5% | -3.4% | +7.9% | +3.3% |
| 1Y | +10.9% | +19.7% | -8.8% | +7.8% |
| 3Y | +8.4% | +381.6% | -373.2% | -6.4% |
| 5Y | +18.0% | -17.6% | +35.6% | +1.7% |
| All | +32.7% | -52.0% | +84.6% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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