+28.0%
EIX vs RBA
+224.6%
-196.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.2% |
| 7D | +1.0% | +4.3% | -3.3% | +0.2% |
| 30D | +9.1% | +16.3% | -7.2% | +6.1% |
| 3M | -10.2% | +1.3% | -11.6% | -10.6% |
| 6M | -11.2% | -11.1% | -0.2% | -9.8% |
| YTD | +4.5% | -8.5% | +12.9% | +5.0% |
| 1Y | +10.9% | -2.1% | +13.0% | +9.9% |
| 3Y | +8.4% | +44.6% | -36.1% | -1.2% |
| 5Y | +18.0% | +36.8% | -18.9% | +7.3% |
| All | +28.0% | +224.6% | -196.6% | -5.0% |
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