+18.0%
EIX vs TRU
+147.2%
-129.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.6% |
| 7D | -1.4% | -2.7% | +1.4% | -0.7% |
| 30D | -19.3% | -2.0% | -17.3% | -19.0% |
| 3M | -21.7% | +18.4% | -40.1% | -25.2% |
| 6M | -19.8% | +8.9% | -28.7% | -22.3% |
| YTD | -3.0% | -8.9% | +5.9% | -2.3% |
| 1Y | +5.1% | -15.9% | +21.0% | +7.8% |
| 3Y | -7.0% | -1.1% | -5.9% | -12.8% |
| 5Y | +22.0% | -35.2% | +57.2% | +28.3% |
| All | +18.0% | +147.2% | -129.2% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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