+17.6%
EIX vs M
-1.9%
+19.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.7% | +0.5% |
| 7D | -19.1% | +4.7% | -23.8% | -19.5% |
| 30D | -16.9% | -9.6% | -7.3% | -15.9% |
| 3M | -20.0% | +0.9% | -20.9% | -20.3% |
| 6M | -21.3% | +22.3% | -43.6% | -23.5% |
| YTD | -1.7% | +6.5% | -8.2% | -3.1% |
| 1Y | +9.6% | +38.8% | -29.2% | +4.4% |
| 3Y | -3.7% | +115.9% | -119.6% | -15.2% |
| 5Y | +22.6% | +28.6% | -6.0% | +9.2% |
| All | +17.6% | -1.9% | +19.5% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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