+32.2%
EIX vs P
+748.5%
-716.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.3% | -5.0% | +0.8% |
| 7D | +0.7% | -9.6% | +10.3% | +1.3% |
| 30D | +8.8% | -33.4% | +42.2% | +11.8% |
| 3M | -10.9% | +14.2% | -25.1% | -12.5% |
| 6M | -10.3% | +31.6% | -41.9% | -13.4% |
| YTD | +5.8% | +53.5% | -47.6% | +0.3% |
| 1Y | +11.4% | +14.2% | -2.8% | +7.6% |
| 3Y | +11.1% | +190.5% | -179.5% | -6.5% |
| 5Y | +18.5% | +256.3% | -237.9% | -5.2% |
| 10Y | +32.2% | +707.9% | -675.6% | -8.7% |
| All | +32.2% | +748.5% | -716.3% | -8.7% |
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