+308.5%
JCI vs EIX
+34.7%
+273.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +2.9% | +2.6% |
| 7D | +2.9% | -2.5% | +5.4% | +3.7% |
| 30D | -6.9% | +7.7% | -14.6% | -9.0% |
| 3M | -6.3% | -12.9% | +6.6% | -4.0% |
| 6M | +2.6% | -12.7% | +15.2% | +4.5% |
| YTD | +21.8% | +5.5% | +16.4% | +16.5% |
| 1Y | +19.6% | +9.4% | +10.3% | +12.9% |
| 3Y | +194.9% | +9.7% | +185.2% | +171.1% |
| 5Y | +108.1% | +16.9% | +91.2% | +85.3% |
| All | +308.5% | +34.7% | +273.7% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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