+219.3%
EIX vs VIG
+655.9%
-436.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -1.1% |
| 7D | -2.5% | -0.3% | -2.2% | -2.3% |
| 30D | +7.7% | +4.9% | +2.8% | +3.3% |
| 3M | -12.9% | +2.9% | -15.8% | -15.1% |
| 6M | -12.7% | +11.2% | -23.9% | -20.5% |
| YTD | +5.5% | +16.0% | -10.5% | -7.5% |
| 1Y | +9.4% | +17.0% | -7.6% | -4.9% |
| 3Y | +9.7% | +66.9% | -57.2% | -30.1% |
| 5Y | +16.9% | +65.8% | -48.9% | -25.5% |
| 10Y | +34.3% | +263.6% | -229.3% | -56.7% |
| All | +219.3% | +655.9% | -436.5% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 all: compounded portfolio wealth divided by compounded VIG 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…
all analysis · Full analysis span regression · 6 months rolling