+22.7%
EIX vs SPG
+61.5%
-38.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +4.2% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -13.5% | -4.9% | -8.6% | -12.2% |
| 3M | -15.3% | +3.3% | -18.6% | -16.0% |
| 6M | -15.3% | +11.2% | -26.5% | -17.8% |
| YTD | +2.7% | +17.1% | -14.3% | -1.8% |
| 1Y | +17.4% | +21.6% | -4.1% | +11.0% |
| 3Y | -1.3% | +111.9% | -113.2% | -20.5% |
| 5Y | +27.2% | +106.9% | -79.7% | +1.3% |
| 10Y | +22.7% | +62.2% | -39.5% | +14.7% |
| All | +22.7% | +61.5% | -38.8% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling