+17.4%
EIX vs M
+31.9%
-14.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.6% | +7.1% | +4.7% |
| 7D | +0.9% | +2.4% | -1.5% | +0.7% |
| 30D | -13.5% | -11.6% | -1.9% | -12.8% |
| 3M | -15.3% | +1.6% | -16.9% | -15.3% |
| 6M | -15.3% | +25.2% | -40.5% | -16.9% |
| YTD | +2.7% | +3.8% | -1.0% | +2.5% |
| 1Y | +17.4% | +36.3% | -18.9% | +8.8% |
| All | +17.4% | +31.9% | -14.5% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling