+5.1%
EIX vs RJF
+5.1%
0.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -1.4% | -2.7% | +1.4% | -1.6% |
| 30D | -19.3% | -4.3% | -15.0% | -19.4% |
| 3M | -21.7% | +15.7% | -37.4% | -21.5% |
| 6M | -19.8% | +17.8% | -37.6% | -19.8% |
| YTD | -3.0% | +9.2% | -12.2% | -3.8% |
| 1Y | +5.1% | +2.8% | +2.3% | +3.9% |
| All | +5.1% | +5.1% | 0.0% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling