+16.9%
EIX vs ES
+3.8%
+13.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.3% |
| 7D | -2.5% | +0.1% | -2.7% | -2.7% |
| 30D | +7.7% | +6.7% | +1.0% | +3.3% |
| 3M | -12.9% | +0.3% | -13.2% | -12.9% |
| 6M | -12.7% | +7.4% | -20.1% | -16.1% |
| YTD | +5.5% | +8.4% | -2.9% | +0.7% |
| 1Y | +9.4% | +0.6% | +8.7% | +8.2% |
| 3Y | +9.7% | +50.6% | -40.9% | -19.8% |
| 5Y | +16.9% | +4.8% | +12.1% | +16.8% |
| All | +16.9% | +3.8% | +13.1% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling