+790.3%
EIX vs SPG
+5,256.9%
-4,466.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -19.1% | -2.4% | -16.7% | -18.5% |
| 30D | -16.9% | -6.8% | -10.1% | -15.2% |
| 3M | -20.0% | +2.7% | -22.7% | -20.5% |
| 6M | -21.3% | +5.5% | -26.8% | -22.4% |
| YTD | -1.7% | +15.7% | -17.4% | -5.5% |
| 1Y | +9.6% | +20.9% | -11.3% | +4.1% |
| 3Y | -3.7% | +112.4% | -116.1% | -21.6% |
| 5Y | +22.6% | +101.4% | -78.7% | -0.3% |
| 10Y | +17.7% | +60.6% | -43.0% | -7.4% |
| All | +790.3% | +5,256.9% | -4,466.6% | +238.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling