+28.1%
EIX vs TRU
-35.9%
+64.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.8% | +7.3% | +5.0% |
| 7D | +0.9% | -7.2% | +8.1% | +2.1% |
| 30D | -13.5% | -2.8% | -10.7% | -13.2% |
| 3M | -15.3% | +13.0% | -28.3% | -17.1% |
| 6M | -15.3% | +0.7% | -16.0% | -15.9% |
| YTD | +2.7% | -9.0% | +11.7% | +3.5% |
| 1Y | +17.4% | -16.3% | +33.8% | +19.7% |
| 3Y | -1.3% | -1.1% | -0.3% | -4.1% |
| All | +28.1% | -35.9% | +64.1% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling