+18.6%
EIX vs M
-3.3%
+21.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | +1.4% | +7.0% | -5.7% | +0.7% |
| 30D | +8.5% | +8.9% | -0.4% | +7.7% |
| 3M | -13.5% | +4.5% | -18.0% | -13.9% |
| 6M | -12.4% | +36.2% | -48.6% | -14.9% |
| YTD | +5.9% | +15.1% | -9.2% | +4.0% |
| 1Y | +7.6% | +27.4% | -19.9% | +4.6% |
| 3Y | +12.8% | +160.1% | -147.4% | +2.2% |
| All | +18.6% | -3.3% | +21.9% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling