+59.8%
EIX vs RUN
-30.6%
+90.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -0.8% |
| 7D | -2.5% | +3.2% | -5.7% | -2.9% |
| 30D | +7.7% | +19.5% | -11.8% | +6.1% |
| 3M | -12.9% | -9.6% | -3.3% | -12.6% |
| 6M | -12.7% | -37.3% | +24.6% | -10.6% |
| YTD | +5.5% | -50.7% | +56.2% | +8.5% |
| 1Y | +9.4% | -54.1% | +63.4% | +12.9% |
| 3Y | +9.7% | -3.9% | +13.6% | -1.1% |
| 5Y | +16.9% | -84.4% | +101.3% | +15.6% |
| 10Y | +34.3% | +77.5% | -43.2% | +7.3% |
| All | +59.8% | -30.6% | +90.4% | +28.3% |
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