+22.9%
EIX vs RUN
+43.6%
-20.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -2.8% |
| 7D | +4.1% | -1.8% | +5.9% | +4.2% |
| 30D | -15.3% | -10.8% | -4.5% | -14.6% |
| 3M | -18.4% | -30.2% | +11.7% | -16.5% |
| 6M | -16.8% | -22.3% | +5.5% | -16.0% |
| YTD | -0.6% | -52.2% | +51.6% | +3.3% |
| 1Y | +10.7% | -45.1% | +55.8% | +12.9% |
| 3Y | -4.5% | -37.1% | +32.6% | -12.3% |
| 5Y | +24.0% | -80.3% | +104.3% | +20.2% |
| 10Y | +22.9% | +45.2% | -22.3% | -13.0% |
| All | +22.9% | +43.6% | -20.6% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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