+18.8%
EIX vs REPL
-35.3%
+54.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | -1.5% | +9.8% | -11.3% | -1.4% |
| 30D | +8.1% | +81.5% | -73.4% | +8.2% |
| 3M | -12.1% | +44.2% | -56.4% | -12.1% |
| 6M | -13.4% | +437.4% | -450.8% | -13.7% |
| YTD | +5.6% | +126.1% | -120.6% | +5.3% |
| 1Y | +7.8% | +143.1% | -135.3% | +7.5% |
| 3Y | +9.8% | +97.8% | -88.0% | +5.3% |
| 5Y | +18.8% | -34.3% | +53.1% | +11.1% |
| All | +18.8% | -35.3% | +54.1% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling