+921.3%
EIX vs EL
+1,845.6%
-924.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.7% |
| 7D | +0.7% | +8.0% | -7.3% | -1.0% |
| 30D | +8.8% | +15.4% | -6.7% | +5.3% |
| 3M | -10.9% | +28.5% | -39.4% | -16.1% |
| 6M | -10.3% | +32.2% | -42.5% | -16.5% |
| YTD | +5.8% | +9.2% | -3.3% | +1.4% |
| 1Y | +11.4% | +30.8% | -19.4% | +2.3% |
| 3Y | +11.1% | +3.7% | +7.4% | +2.6% |
| 5Y | +18.5% | -64.8% | +83.3% | +36.9% |
| 10Y | +32.2% | +60.0% | -27.8% | +5.9% |
| All | +921.3% | +1,845.6% | -924.3% | +422.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling