+1,131.2%
EIX vs ES
+1,235.9%
-104.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -0.9% |
| 7D | +1.0% | +1.9% | -0.9% | 0.0% |
| 30D | +9.1% | +7.1% | +2.1% | +5.0% |
| 3M | -10.2% | -1.9% | -8.3% | -9.1% |
| 6M | -11.2% | +4.4% | -15.6% | -13.1% |
| YTD | +4.5% | +7.3% | -2.8% | +0.7% |
| 1Y | +10.9% | +2.1% | +8.7% | +9.0% |
| 3Y | +8.4% | +41.8% | -33.4% | -12.4% |
| 5Y | +18.0% | +1.4% | +16.5% | +14.3% |
| 10Y | +30.3% | +86.8% | -56.5% | -8.1% |
| All | +1,131.2% | +1,235.9% | -104.8% | +327.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling