+22.7%
EIX vs FE
+45.0%
-22.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.3% |
| 7D | -19.1% | +1.9% | -21.0% | -20.3% |
| 30D | -16.9% | -1.2% | -15.7% | -16.1% |
| 3M | -20.0% | +3.5% | -23.5% | -21.9% |
| 6M | -21.3% | -6.1% | -15.3% | -17.5% |
| YTD | -1.7% | +7.6% | -9.3% | -6.9% |
| 1Y | +9.6% | +11.9% | -2.4% | +0.6% |
| 3Y | -3.7% | +48.4% | -52.1% | -29.6% |
| All | +22.7% | +45.0% | -22.3% | -8.8% |
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