+32.2%
EIX vs M
+3.7%
+28.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.1% | -6.8% | +0.3% |
| 7D | +0.7% | +2.5% | -1.8% | +0.4% |
| 30D | +8.8% | +10.1% | -1.3% | +7.4% |
| 3M | -10.9% | -0.9% | -10.0% | -11.0% |
| 6M | -10.3% | +30.2% | -40.5% | -13.5% |
| YTD | +5.8% | +16.3% | -10.5% | +3.1% |
| 1Y | +11.4% | +27.0% | -15.6% | +7.2% |
| 3Y | +11.1% | +154.5% | -143.4% | -4.2% |
| 5Y | +18.5% | -1.1% | +19.5% | +10.2% |
| 10Y | +32.2% | +0.5% | +31.7% | -6.4% |
| All | +32.2% | +3.7% | +28.5% | -6.4% |
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