+848.5%
EIX vs EL
+1,685.7%
-837.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | +0.2% |
| 7D | -19.1% | +0.8% | -19.9% | -19.3% |
| 30D | -16.9% | +19.8% | -36.7% | -20.4% |
| 3M | -20.0% | +25.7% | -45.7% | -24.3% |
| 6M | -21.3% | +5.4% | -26.8% | -23.3% |
| YTD | -1.7% | +0.2% | -1.9% | -3.9% |
| 1Y | +9.6% | +20.4% | -10.9% | +2.3% |
| 3Y | -3.7% | -32.1% | +28.5% | -2.4% |
| 5Y | +22.6% | -67.2% | +89.8% | +43.9% |
| 10Y | +17.7% | +31.7% | -14.1% | -1.5% |
| All | +848.5% | +1,685.7% | -837.2% | +395.8% |
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