+53.2%
EIX vs P
+449.6%
-396.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.4% | +15.4% | +0.2% |
| 7D | +2.5% | -31.9% | +34.4% | +5.1% |
| 30D | +14.1% | -36.5% | +50.6% | +17.4% |
| 3M | -9.4% | +11.6% | -21.0% | -10.7% |
| 6M | -9.1% | +25.2% | -34.3% | -11.7% |
| YTD | +7.1% | +39.4% | -32.3% | +2.8% |
| 1Y | +13.3% | -3.7% | +16.9% | +11.3% |
| 3Y | +10.9% | +167.3% | -156.4% | -4.1% |
| 5Y | +21.0% | +237.3% | -216.4% | -0.1% |
| 10Y | +33.6% | +698.6% | -665.0% | -1.3% |
| All | +53.2% | +449.6% | -396.5% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling