+11.3%
EIX vs Q
+74.5%
-63.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.1% |
| 7D | -1.5% | +11.5% | -13.0% | -1.5% |
| 30D | +8.1% | -0.2% | +8.3% | +8.2% |
| 3M | -12.1% | -13.6% | +1.5% | -12.1% |
| 6M | -13.4% | -27.0% | +13.6% | -13.2% |
| YTD | +5.6% | +50.5% | -45.0% | +7.0% |
| 1Y | +7.8% | +33.8% | -25.9% | +9.5% |
| All | +11.3% | +74.5% | -63.1% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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