+18.6%
EIX vs RL
+239.2%
-220.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +1.4% | +2.6% | -1.2% | +1.0% |
| 30D | +8.5% | +2.9% | +5.6% | +8.0% |
| 3M | -13.5% | 0.0% | -13.5% | -13.6% |
| 6M | -12.4% | +17.1% | -29.5% | -14.6% |
| YTD | +5.9% | +10.1% | -4.2% | +3.7% |
| 1Y | +7.6% | +17.3% | -9.7% | +4.4% |
| 3Y | +12.8% | +249.3% | -236.6% | -7.5% |
| All | +18.6% | +239.2% | -220.6% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling