+35.9%
EIX vs ESI
+318.1%
-282.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +1.4% | +5.5% | -4.2% | +0.2% |
| 30D | +8.5% | -7.8% | +16.3% | +9.9% |
| 3M | -13.5% | -15.0% | +1.6% | -11.2% |
| 6M | -12.4% | -24.9% | +12.5% | -8.6% |
| YTD | +5.9% | +33.2% | -27.3% | -4.3% |
| 1Y | +7.6% | +24.9% | -17.3% | -1.5% |
| 3Y | +12.8% | +77.8% | -65.0% | -7.1% |
| 5Y | +19.2% | +37.1% | -17.9% | +2.1% |
| All | +35.9% | +318.1% | -282.2% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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