+49.4%
EIX vs P
+469.1%
-419.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -2.7% |
| 7D | +1.0% | -23.8% | +24.8% | +2.7% |
| 30D | +9.1% | -36.6% | +45.7% | +12.3% |
| 3M | -10.2% | +10.9% | -21.1% | -11.5% |
| 6M | -11.2% | +30.0% | -41.2% | -14.0% |
| YTD | +4.5% | +44.4% | -39.9% | 0.0% |
| 1Y | +10.9% | +3.9% | +6.9% | +8.3% |
| 3Y | +8.4% | +176.6% | -168.2% | -6.5% |
| 5Y | +18.0% | +249.3% | -231.3% | -2.8% |
| 10Y | +30.3% | +726.9% | -696.6% | -4.0% |
| All | +49.4% | +469.1% | -419.8% | +10.3% |
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