+12.8%
EIX vs SPG
+135.6%
-122.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.4% | +2.0% | -0.6% | +0.4% |
| 30D | +8.5% | +17.2% | -8.7% | +0.7% |
| 3M | -13.5% | +6.3% | -19.8% | -15.9% |
| 6M | -12.4% | +18.7% | -31.0% | -18.9% |
| YTD | +5.9% | +30.1% | -24.2% | -6.1% |
| 1Y | +7.6% | +32.8% | -25.2% | -5.4% |
| 3Y | +12.8% | +133.6% | -120.8% | -30.0% |
| All | +12.8% | +135.6% | -122.8% | -30.0% |
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