+7.6%
EIX vs COMP
+7.7%
-0.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.3% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +8.5% | +16.6% | -8.0% | +8.5% |
| 3M | -13.5% | -23.5% | +10.1% | -13.9% |
| 6M | -12.4% | +25.7% | -38.1% | -12.0% |
| YTD | +5.9% | -3.4% | +9.3% | +4.3% |
| 1Y | +7.6% | +7.6% | 0.0% | +5.1% |
| All | +7.6% | +7.7% | -0.1% | +5.1% |
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