+10.8%
EIX vs REPL
+163.1%
-152.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +1.3% |
| 7D | +0.7% | +14.2% | -13.5% | +1.0% |
| 30D | +8.8% | +65.9% | -57.1% | +9.8% |
| 3M | -10.9% | +84.6% | -95.5% | -9.8% |
| 6M | -10.3% | +446.9% | -457.2% | -7.6% |
| YTD | +5.8% | +129.0% | -123.2% | +6.0% |
| All | +10.8% | +163.1% | -152.3% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling