-2.0%
EIX vs M
+117.7%
-119.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -16.0% |
| 3M | -20.0% | +0.9% | -20.9% | -20.2% |
| 6M | -21.3% | +22.3% | -43.6% | -23.5% |
| YTD | -1.7% | +6.5% | -8.2% | -3.0% |
| 1Y | +9.6% | +38.8% | -29.2% | +4.1% |
| All | -2.0% | +117.7% | -119.7% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling