+35.1%
EIX vs P
+691.2%
-656.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +1.0% | -13.3% | +14.3% | +1.9% |
| 30D | +8.9% | -34.0% | +42.9% | +12.0% |
| 3M | -9.8% | +4.1% | -13.9% | -10.7% |
| 6M | -10.2% | +30.5% | -40.7% | -13.3% |
| YTD | +5.9% | +52.2% | -46.2% | +0.4% |
| 1Y | +10.9% | +10.3% | +0.6% | +7.5% |
| 3Y | +10.2% | +180.9% | -170.7% | -7.0% |
| 5Y | +17.0% | +259.7% | -242.7% | -6.7% |
| 10Y | +35.1% | +652.6% | -617.5% | -6.0% |
| All | +35.1% | +691.2% | -656.1% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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