+21.0%
EIX vs RNG
+226.3%
-205.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.1% |
| 7D | +4.1% | -4.1% | +8.1% | +4.3% |
| 30D | -15.3% | +8.6% | -24.0% | -15.9% |
| 3M | -18.4% | +78.0% | -96.4% | -21.9% |
| 6M | -16.8% | +67.0% | -83.9% | -20.4% |
| YTD | -0.6% | +142.4% | -143.0% | -8.1% |
| 1Y | +10.7% | +120.4% | -109.8% | +2.8% |
| 3Y | -4.5% | +122.1% | -126.6% | -13.0% |
| 5Y | +24.0% | -69.8% | +93.9% | +26.4% |
| All | +21.0% | +226.3% | -205.2% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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