+24.0%
EIX vs RSG
+90.2%
-66.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | -15.3% | +3.7% | -19.0% | -16.7% |
| 3M | -18.4% | +6.2% | -24.6% | -20.8% |
| 6M | -16.8% | -2.8% | -14.1% | -15.9% |
| YTD | -0.6% | +5.9% | -6.4% | -3.7% |
| 1Y | +10.7% | -1.8% | +12.4% | +11.1% |
| 3Y | -4.5% | +57.5% | -62.0% | -26.8% |
| 5Y | +24.0% | +91.1% | -67.0% | -14.7% |
| All | +24.0% | +90.2% | -66.2% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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