+17.6%
EIX vs P
+705.1%
-687.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | -19.1% | +6.5% | -25.6% | -19.5% |
| 30D | -16.9% | +18.8% | -35.7% | -18.1% |
| 3M | -20.0% | +26.7% | -46.8% | -21.9% |
| 6M | -21.3% | +62.2% | -83.5% | -25.0% |
| YTD | -1.7% | +48.5% | -50.2% | -6.0% |
| 1Y | +9.6% | +26.4% | -16.8% | +5.3% |
| 3Y | -3.7% | +159.4% | -163.1% | -17.4% |
| 5Y | +22.6% | +275.8% | -253.2% | -2.1% |
| All | +17.6% | +705.1% | -687.5% | -18.2% |
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