+16.9%
EIX vs FE
+47.0%
-30.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.5% | -0.4% | -2.1% | -2.2% |
| 30D | +7.7% | +3.6% | +4.1% | +4.7% |
| 3M | -12.9% | +0.3% | -13.2% | -13.0% |
| 6M | -12.7% | +6.4% | -19.1% | -16.6% |
| YTD | +5.5% | +8.1% | -2.7% | -0.5% |
| 1Y | +9.4% | +4.6% | +4.8% | +5.7% |
| 3Y | +9.7% | +49.1% | -39.4% | -20.5% |
| 5Y | +16.9% | +46.1% | -29.2% | -12.8% |
| All | +16.9% | +47.0% | -30.1% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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