+10.9%
EIX vs S
+31.6%
-20.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.3% |
| 7D | +1.0% | -13.4% | +14.4% | -0.2% |
| 30D | +9.1% | -14.0% | +23.1% | +7.9% |
| 3M | -10.2% | +4.9% | -15.1% | -9.2% |
| 6M | -11.2% | +42.0% | -53.3% | -7.7% |
| YTD | +4.5% | +45.1% | -40.7% | +9.0% |
| 1Y | +10.9% | +33.1% | -22.2% | +15.2% |
| All | +10.9% | +31.6% | -20.7% | +15.2% |
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