+33.0%
EIX vs REPL
+35.1%
-2.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.0% | -10.5% | -2.6% |
| 7D | +1.0% | +22.8% | -21.8% | +0.7% |
| 30D | +9.1% | +63.8% | -54.7% | +8.4% |
| 3M | -10.2% | +68.1% | -78.4% | -10.9% |
| 6M | -11.2% | +528.5% | -539.7% | -15.4% |
| YTD | +4.5% | +122.4% | -117.9% | +0.6% |
| 1Y | +10.9% | +154.4% | -143.5% | +6.4% |
| 3Y | +8.4% | +68.0% | -59.6% | -2.9% |
| 5Y | +18.0% | -35.4% | +53.3% | +10.1% |
| All | +33.0% | +35.1% | -2.1% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling