+35.4%
EIX vs RGEN
+411.3%
-375.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.7% | +0.4% |
| 7D | -1.5% | -1.2% | -0.3% | -1.4% |
| 30D | +8.1% | -5.1% | +13.2% | +8.5% |
| 3M | -12.1% | +0.5% | -12.6% | -12.6% |
| 6M | -13.4% | +46.6% | -60.0% | -17.1% |
| YTD | +5.6% | +1.6% | +4.0% | +4.3% |
| 1Y | +7.8% | +5.4% | +2.5% | +6.1% |
| 3Y | +9.8% | +12.8% | -3.0% | +4.8% |
| 5Y | +18.8% | -35.6% | +54.4% | +16.8% |
| All | +35.4% | +411.3% | -375.8% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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