+22.7%
EIX vs ESI
+72.3%
-49.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.3% |
| 7D | -19.1% | +3.3% | -22.4% | -19.7% |
| 30D | -16.9% | -5.9% | -11.0% | -16.2% |
| 3M | -20.0% | -14.1% | -5.9% | -18.6% |
| 6M | -21.3% | +6.6% | -27.9% | -24.2% |
| YTD | -1.7% | +45.0% | -46.7% | -12.1% |
| 1Y | +9.6% | +41.5% | -31.9% | -1.9% |
| 3Y | -3.7% | +78.8% | -82.4% | -20.6% |
| All | +22.7% | +72.3% | -49.7% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling