+9.4%
EIX vs COMP
+16.3%
-7.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.5% |
| 7D | -2.5% | +2.2% | -4.7% | -2.5% |
| 30D | +7.7% | +16.3% | -8.6% | +7.6% |
| 3M | -12.9% | -19.1% | +6.3% | -13.2% |
| 6M | -12.7% | +17.1% | -29.8% | -12.4% |
| YTD | +5.5% | -2.9% | +8.4% | +3.9% |
| 1Y | +9.4% | +8.8% | +0.6% | +7.0% |
| All | +9.4% | +16.3% | -7.0% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling