+11.1%
EIX vs RUN
-8.5%
+19.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.4% |
| 7D | +0.7% | +18.1% | -17.3% | -0.3% |
| 30D | +8.8% | +27.5% | -18.7% | +7.1% |
| 3M | -10.9% | -4.5% | -6.4% | -10.9% |
| 6M | -10.3% | -33.3% | +23.0% | -8.8% |
| YTD | +5.8% | -47.1% | +52.9% | +7.8% |
| 1Y | +11.4% | -43.1% | +54.5% | +12.8% |
| 3Y | +11.1% | -3.0% | +14.0% | -3.0% |
| All | +11.1% | -8.5% | +19.5% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling