+17.4%
EIX vs S
+4.5%
+13.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.3% | +6.8% | +4.3% |
| 7D | +0.9% | -5.8% | +6.7% | +0.3% |
| 30D | -13.5% | -9.2% | -4.3% | -14.1% |
| 3M | -15.3% | +23.4% | -38.6% | -13.8% |
| 6M | -15.3% | +36.9% | -52.3% | -12.7% |
| YTD | +2.7% | +29.5% | -26.8% | +5.3% |
| 1Y | +17.4% | +5.4% | +12.0% | +19.4% |
| All | +17.4% | +4.5% | +13.0% | +19.4% |
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