+35.9%
EIX vs EAT
+320.8%
-284.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | +1.4% | -4.0% | +5.4% | +1.8% |
| 30D | +8.5% | -2.9% | +11.4% | +8.7% |
| 3M | -13.5% | -16.9% | +3.4% | -11.9% |
| 6M | -12.4% | +57.0% | -69.3% | -17.3% |
| YTD | +5.9% | +38.2% | -32.3% | +0.7% |
| 1Y | +7.6% | +69.3% | -61.7% | -0.3% |
| 3Y | +12.8% | +483.0% | -470.2% | -12.0% |
| 5Y | +19.2% | +364.1% | -344.9% | -7.3% |
| All | +35.9% | +320.8% | -284.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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