+18.0%
EIX vs TROW
+130.0%
-112.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.9% |
| 7D | -1.4% | -3.2% | +1.8% | -0.3% |
| 30D | -19.3% | -4.6% | -14.7% | -18.1% |
| 3M | -21.7% | -0.7% | -21.0% | -21.6% |
| 6M | -19.8% | +22.2% | -42.0% | -25.1% |
| YTD | -3.0% | +6.6% | -9.7% | -5.7% |
| 1Y | +5.1% | +5.8% | -0.7% | +2.3% |
| 3Y | -7.0% | +11.6% | -18.6% | -12.8% |
| 5Y | +22.0% | -38.9% | +61.0% | +36.6% |
| All | +18.0% | +130.0% | -112.1% | -1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling