+17.4%
EIX vs EL
+15.2%
+2.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.6% | +4.6% |
| 7D | +0.9% | +1.7% | -0.8% | +0.8% |
| 30D | -13.5% | +15.5% | -29.0% | -14.4% |
| 3M | -15.3% | +20.6% | -35.8% | -16.4% |
| 6M | -15.3% | +10.5% | -25.8% | -15.8% |
| YTD | +2.7% | -1.9% | +4.6% | +2.3% |
| 1Y | +17.4% | +16.1% | +1.4% | +15.0% |
| All | +17.4% | +15.2% | +2.3% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling