+22.9%
EIX vs EL
+28.8%
-5.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.6% |
| 7D | +4.1% | -2.4% | +6.4% | +4.6% |
| 30D | -15.3% | +13.7% | -29.0% | -17.9% |
| 3M | -18.4% | +14.5% | -32.9% | -21.2% |
| 6M | -16.8% | +7.4% | -24.2% | -19.2% |
| YTD | -0.6% | -4.7% | +4.1% | -1.6% |
| 1Y | +10.7% | +12.9% | -2.3% | +4.7% |
| 3Y | -4.5% | -32.2% | +27.8% | -1.9% |
| 5Y | +24.0% | -68.4% | +92.4% | +56.7% |
| 10Y | +22.9% | +28.3% | -5.3% | +3.0% |
| All | +22.9% | +28.8% | -5.9% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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