+35.6%
EIX vs S
-49.1%
+84.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +1.0% | +1.4% | -0.4% | +0.9% |
| 30D | +8.9% | -10.8% | +19.7% | +9.1% |
| 3M | -9.8% | +5.4% | -15.2% | -10.0% |
| 6M | -10.2% | +41.2% | -51.4% | -11.2% |
| YTD | +5.9% | +56.2% | -50.3% | +4.3% |
| 1Y | +10.9% | +36.3% | -25.4% | +9.6% |
| 3Y | +10.2% | +49.4% | -39.2% | +7.8% |
| 5Y | +17.0% | -66.9% | +83.9% | +12.3% |
| All | +35.6% | -49.1% | +84.7% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling