+25.1%
EIX vs REPL
-6.0%
+31.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +0.9% |
| 7D | -19.1% | -3.0% | -16.1% | -19.1% |
| 30D | -16.9% | +27.1% | -44.0% | -17.2% |
| 3M | -20.0% | +52.4% | -72.4% | -20.7% |
| 6M | -21.3% | +107.4% | -128.8% | -24.3% |
| YTD | -1.7% | +54.7% | -56.4% | -4.8% |
| 1Y | +9.6% | +158.9% | -149.3% | +3.1% |
| 3Y | -3.7% | -23.7% | +20.1% | -11.0% |
| 5Y | +22.6% | -54.3% | +77.0% | +14.8% |
| All | +25.1% | -6.0% | +31.1% | +3.1% |
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 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