+36.2%
JCI vs EIX
+6.9%
+29.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.6% | +2.4% |
| 7D | +0.7% | -1.4% | +2.1% | +0.9% |
| 30D | -4.4% | -19.3% | +14.9% | -2.6% |
| 3M | +1.7% | -21.7% | +23.3% | +3.1% |
| 6M | +8.8% | -19.8% | +28.6% | +9.2% |
| YTD | +22.6% | -3.0% | +25.7% | +18.1% |
| 1Y | +36.2% | +5.1% | +31.1% | +27.4% |
| All | +36.2% | +6.9% | +29.3% | +27.4% |
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