+500.3%
EIX vs FE
+556.6%
-56.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.6% |
| 7D | +1.0% | -1.0% | +2.0% | +1.6% |
| 30D | +9.1% | +4.1% | +5.0% | +6.4% |
| 3M | -10.2% | -1.0% | -9.2% | -9.6% |
| 6M | -11.2% | +4.0% | -15.2% | -13.2% |
| YTD | +4.5% | +6.8% | -2.3% | +0.5% |
| 1Y | +10.9% | +5.3% | +5.6% | +7.6% |
| 3Y | +8.4% | +44.6% | -36.2% | -13.7% |
| 5Y | +18.0% | +44.2% | -26.2% | -6.0% |
| 10Y | +30.3% | +107.3% | -77.0% | -23.3% |
| All | +500.3% | +556.6% | -56.4% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling