+10.8%
EIX vs S
+38.4%
-27.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.0% | -6.7% | +1.9% |
| 7D | +0.7% | +1.6% | -0.8% | +0.9% |
| 30D | +8.8% | -10.5% | +19.2% | +7.8% |
| 3M | -10.9% | +9.9% | -20.8% | -9.6% |
| 6M | -10.3% | +41.8% | -52.1% | -6.7% |
| YTD | +5.8% | +56.8% | -51.0% | +11.1% |
| All | +10.8% | +38.4% | -27.6% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling