+1.4%
AAL vs EIX
+13.6%
-12.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.4% |
| 7D | -1.3% | +4.1% | -5.4% | -1.5% |
| 30D | -13.7% | -15.3% | +1.6% | -12.9% |
| 3M | -8.2% | -18.4% | +10.3% | -6.9% |
| 6M | +13.1% | -16.8% | +29.9% | +14.4% |
| YTD | -15.6% | -0.6% | -15.0% | -18.5% |
| 1Y | +1.4% | +10.7% | -9.2% | -6.8% |
| All | +1.4% | +13.6% | -12.2% | -6.8% |
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