+9.6%
EIX vs TROW
+0.2%
+9.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -19.1% | -1.3% | -17.8% | -19.0% |
| 30D | -16.9% | -4.5% | -12.4% | -16.3% |
| 3M | -20.0% | +3.9% | -23.9% | -19.8% |
| 6M | -21.3% | +22.6% | -43.9% | -22.5% |
| YTD | -1.7% | +10.1% | -11.8% | -2.1% |
| 1Y | +9.6% | +3.6% | +6.0% | +7.1% |
| All | +9.6% | +0.2% | +9.4% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling