+35.9%
EIX vs ES
+98.2%
-62.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.2% |
| 7D | +1.4% | +2.7% | -1.3% | -0.4% |
| 30D | +8.5% | +7.6% | +1.0% | +3.3% |
| 3M | -13.5% | +0.5% | -13.9% | -13.6% |
| 6M | -12.4% | +7.6% | -20.0% | -16.2% |
| YTD | +5.9% | +10.2% | -4.3% | -0.5% |
| 1Y | +7.6% | +1.8% | +5.8% | +5.4% |
| 3Y | +12.8% | +55.4% | -42.6% | -19.6% |
| 5Y | +19.2% | +7.3% | +11.9% | +10.2% |
| All | +35.9% | +98.2% | -62.4% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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