-1.3%
EIX vs RJF
+76.7%
-78.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.7% |
| 7D | +0.9% | +1.8% | -0.9% | +0.6% |
| 30D | -13.5% | 0.0% | -13.5% | -13.6% |
| 3M | -15.3% | +18.0% | -33.2% | -18.3% |
| 6M | -15.3% | +17.0% | -32.3% | -18.4% |
| YTD | +2.7% | +11.1% | -8.4% | -0.4% |
| 1Y | +17.4% | +8.0% | +9.5% | +14.6% |
| 3Y | -1.3% | +73.3% | -74.6% | -16.5% |
| All | -1.3% | +76.7% | -78.0% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling