+18.9%
JCI vs EIX
+9.4%
+9.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +2.9% | +2.5% |
| 7D | +2.9% | -2.5% | +5.4% | +3.1% |
| 30D | -6.9% | +7.7% | -14.6% | -7.6% |
| 3M | -6.3% | -12.9% | +6.6% | -5.6% |
| 6M | +2.6% | -12.7% | +15.2% | +1.5% |
| YTD | +21.8% | +5.5% | +16.4% | +18.3% |
| All | +18.9% | +9.4% | +9.5% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling