+8.4%
EIX vs SPG
+124.5%
-116.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.9% |
| 7D | +1.0% | +4.9% | -3.9% | -1.2% |
| 30D | +9.1% | +15.6% | -6.5% | +1.9% |
| 3M | -10.2% | +4.1% | -14.3% | -11.9% |
| 6M | -11.2% | +13.6% | -24.8% | -16.2% |
| YTD | +4.5% | +27.5% | -23.1% | -6.4% |
| 1Y | +10.9% | +32.2% | -21.4% | -2.3% |
| 3Y | +8.4% | +126.0% | -117.6% | -29.8% |
| All | +8.4% | +124.5% | -116.1% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling