+48.4%
MAR vs EIX
+8.9%
+39.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +1.6% | +1.4% | +0.2% | +1.4% |
| 30D | +13.8% | +8.5% | +5.3% | +12.7% |
| 3M | +20.3% | -13.5% | +33.7% | +22.9% |
| 6M | +21.3% | -12.4% | +33.7% | +23.3% |
| YTD | +37.2% | +5.9% | +31.3% | +28.3% |
| 1Y | +48.4% | +7.6% | +40.9% | +37.8% |
| All | +48.4% | +8.9% | +39.6% | +37.8% |
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