+22.7%
EIX vs RGEN
+406.9%
-384.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +4.0% | +4.5% |
| 7D | +0.9% | -0.9% | +1.8% | +1.0% |
| 30D | -13.5% | +2.8% | -16.4% | -13.9% |
| 3M | -15.3% | +34.5% | -49.7% | -17.9% |
| 6M | -15.3% | +40.5% | -55.8% | -18.6% |
| YTD | +2.7% | +2.8% | -0.1% | +1.6% |
| 1Y | +17.4% | +39.6% | -22.2% | +12.5% |
| 3Y | -1.3% | +4.4% | -5.7% | -5.1% |
| 5Y | +27.2% | -42.8% | +69.9% | +26.5% |
| 10Y | +22.7% | +406.7% | -384.0% | +6.0% |
| All | +22.7% | +406.9% | -384.1% | +6.0% |
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