+34.5%
EIX vs COMP
-53.0%
+87.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.6% |
| 7D | +1.0% | +7.2% | -6.2% | +0.4% |
| 30D | +8.9% | +6.4% | +2.5% | +8.2% |
| 3M | -9.8% | -19.4% | +9.6% | -8.8% |
| 6M | -10.2% | +14.6% | -24.8% | -11.6% |
| YTD | +5.9% | -5.5% | +11.4% | +4.8% |
| 1Y | +10.9% | +13.7% | -2.8% | +8.1% |
| 3Y | +10.2% | +409.7% | -399.5% | -5.2% |
| 5Y | +17.0% | -17.0% | +34.1% | +1.1% |
| All | +34.5% | -53.0% | +87.5% | +14.5% |
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