+18.0%
EIX vs MKTX
+5.0%
+12.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -1.4% | -0.2% | -1.1% | -1.3% |
| 30D | -19.3% | +0.7% | -20.0% | -19.4% |
| 3M | -21.7% | +40.8% | -62.5% | -26.0% |
| 6M | -19.8% | -8.0% | -11.8% | -19.2% |
| YTD | -3.0% | -8.7% | +5.7% | -2.2% |
| 1Y | +5.1% | -11.8% | +16.9% | +6.5% |
| 3Y | -7.0% | -24.0% | +17.1% | -5.3% |
| 5Y | +22.0% | -60.3% | +82.4% | +35.8% |
| All | +18.0% | +5.0% | +12.9% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling