+32.2%
EIX vs RBA
+236.6%
-204.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.9% |
| 7D | +0.7% | +2.5% | -1.8% | +0.3% |
| 30D | +8.8% | +11.6% | -2.8% | +6.6% |
| 3M | -10.9% | +1.5% | -12.4% | -11.3% |
| 6M | -10.3% | -6.6% | -3.7% | -9.6% |
| YTD | +5.8% | -6.3% | +12.1% | +5.9% |
| 1Y | +11.4% | -4.0% | +15.3% | +10.8% |
| 3Y | +11.1% | +47.3% | -36.2% | +0.9% |
| 5Y | +18.5% | +47.7% | -29.2% | +6.1% |
| 10Y | +32.2% | +224.7% | -192.5% | -4.4% |
| All | +32.2% | +236.6% | -204.3% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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