+18.6%
EIX vs TAP
+0.6%
+18.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.5% |
| 7D | +1.4% | +1.3% | +0.1% | +1.0% |
| 30D | +8.5% | +5.7% | +2.8% | +6.8% |
| 3M | -13.5% | -1.9% | -11.5% | -13.1% |
| 6M | -12.4% | +0.9% | -13.3% | -12.8% |
| YTD | +5.9% | -9.5% | +15.4% | +7.7% |
| 1Y | +7.6% | -9.0% | +16.5% | +9.1% |
| 3Y | +12.8% | -22.2% | +35.0% | +18.4% |
| All | +18.6% | +0.6% | +18.0% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 5y: compounded portfolio wealth divided by compounded TAP 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…
5y analysis · Full analysis span regression · 6 months rolling