+32.2%
EIX vs RL
+397.7%
-365.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | +0.2% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | +8.8% | +7.3% | +1.4% | +7.2% |
| 3M | -10.9% | +1.0% | -12.0% | -11.2% |
| 6M | -10.3% | +11.8% | -22.1% | -12.7% |
| YTD | +5.8% | +13.6% | -7.8% | +2.3% |
| 1Y | +11.4% | +24.0% | -12.7% | +5.8% |
| 3Y | +11.1% | +256.6% | -245.5% | -16.3% |
| 5Y | +18.5% | +240.2% | -221.7% | -12.2% |
| 10Y | +32.2% | +373.0% | -340.7% | -16.2% |
| All | +32.2% | +397.7% | -365.4% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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