+32.2%
EIX vs SPG
+117.3%
-85.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.7% |
| 7D | +0.7% | +5.1% | -4.4% | -0.7% |
| 30D | +8.8% | +16.8% | -8.1% | +3.9% |
| 3M | -10.9% | +5.7% | -16.6% | -12.3% |
| 6M | -10.3% | +17.8% | -28.1% | -14.4% |
| YTD | +5.8% | +30.1% | -24.3% | -1.9% |
| 1Y | +11.4% | +32.8% | -21.4% | +2.7% |
| 3Y | +11.1% | +137.2% | -126.2% | -13.2% |
| 5Y | +18.5% | +81.5% | -63.0% | -2.4% |
| 10Y | +32.2% | +116.5% | -84.3% | +5.4% |
| All | +32.2% | +117.3% | -85.1% | +5.4% |
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