+908.3%
EIX vs EL
+1,792.3%
-884.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -3.0% |
| 7D | +1.0% | +0.8% | +0.2% | +0.7% |
| 30D | +9.1% | +16.5% | -7.4% | +5.5% |
| 3M | -10.2% | +29.2% | -39.4% | -15.6% |
| 6M | -11.2% | +27.9% | -39.2% | -16.8% |
| YTD | +4.5% | +6.2% | -1.7% | +0.7% |
| 1Y | +10.9% | +27.2% | -16.3% | +2.4% |
| 3Y | +8.4% | +3.2% | +5.2% | +0.2% |
| 5Y | +18.0% | -66.0% | +84.0% | +37.3% |
| 10Y | +30.3% | +58.3% | -28.1% | +4.6% |
| All | +908.3% | +1,792.3% | -884.1% | +419.3% |
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