+982.7%
EIX vs M
+444.9%
+537.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +1.0% | +5.0% | -4.1% | +0.2% |
| 30D | +8.9% | +10.6% | -1.8% | +7.2% |
| 3M | -9.8% | +1.6% | -11.4% | -10.2% |
| 6M | -10.2% | +30.8% | -41.0% | -14.1% |
| YTD | +5.9% | +16.9% | -11.0% | +2.5% |
| 1Y | +10.9% | +26.3% | -15.4% | +6.0% |
| 3Y | +10.2% | +158.6% | -148.4% | -8.0% |
| 5Y | +17.0% | +2.1% | +15.0% | +6.4% |
| 10Y | +35.1% | -4.3% | +39.4% | +7.8% |
| All | +982.7% | +444.9% | +537.8% | +507.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling