+17.0%
EIX vs RJF
+81.1%
-64.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +1.0% | +4.0% | -3.0% | +0.1% |
| 30D | +8.9% | +6.1% | +2.7% | +7.5% |
| 3M | -9.8% | -5.8% | -4.0% | -8.8% |
| 6M | -10.2% | +9.7% | -19.9% | -12.5% |
| YTD | +5.9% | +6.2% | -0.2% | +3.4% |
| 1Y | +10.9% | +5.3% | +5.6% | +8.4% |
| 3Y | +10.2% | +74.4% | -64.2% | -6.7% |
| 5Y | +17.0% | +81.6% | -64.5% | -2.8% |
| All | +17.0% | +81.1% | -64.0% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling