+967.7%
EIX vs M
+401.4%
+566.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -1.8% |
| 7D | +1.0% | -4.3% | +5.3% | +1.6% |
| 30D | +9.1% | +1.3% | +7.8% | +8.8% |
| 3M | -10.2% | -7.4% | -2.9% | -9.5% |
| 6M | -11.2% | +18.3% | -29.6% | -13.9% |
| YTD | +4.5% | +7.6% | -3.1% | +2.3% |
| 1Y | +10.9% | +17.4% | -6.5% | +7.1% |
| 3Y | +8.4% | +108.4% | -99.9% | -6.7% |
| 5Y | +18.0% | -10.6% | +28.6% | +9.4% |
| 10Y | +30.3% | -3.2% | +33.5% | +3.6% |
| All | +967.7% | +401.4% | +566.3% | +505.9% |
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