+49.0%
EIX vs RUN
-31.9%
+80.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | -19.1% | +1.3% | -20.3% | -19.2% |
| 30D | -16.9% | -15.3% | -1.7% | -16.1% |
| 3M | -20.0% | -40.0% | +20.0% | -17.5% |
| 6M | -21.3% | -27.0% | +5.6% | -20.2% |
| YTD | -1.7% | -51.7% | +50.0% | +1.6% |
| 1Y | +9.6% | -45.9% | +55.5% | +11.6% |
| 3Y | -3.7% | -43.8% | +40.1% | -9.7% |
| 5Y | +22.6% | -80.5% | +103.1% | +19.1% |
| 10Y | +17.7% | +45.3% | -27.6% | -5.5% |
| All | +49.0% | -31.9% | +80.9% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling