+8.4%
EIX vs S
+34.5%
-26.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.5% |
| 7D | +1.0% | -13.4% | +14.4% | +1.1% |
| 30D | +9.1% | -14.0% | +23.1% | +9.2% |
| 3M | -10.2% | +4.9% | -15.1% | -10.4% |
| 6M | -11.2% | +42.0% | -53.3% | -12.3% |
| YTD | +4.5% | +45.1% | -40.7% | +3.1% |
| 1Y | +10.9% | +33.1% | -22.2% | +9.8% |
| 3Y | +8.4% | +40.6% | -32.2% | +2.5% |
| All | +8.4% | +34.5% | -26.0% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling