-14.0%
ABT vs EIX
+8.9%
-22.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -1.3% | +1.4% | -2.6% | -1.4% |
| 30D | +6.0% | +8.5% | -2.5% | +5.5% |
| 3M | -1.9% | -13.5% | +11.6% | -0.9% |
| 6M | +31.2% | -12.4% | +43.5% | +32.3% |
| YTD | -11.2% | +5.9% | -17.1% | -14.0% |
| 1Y | -14.0% | +7.6% | -21.6% | -17.4% |
| All | -14.0% | +8.9% | -22.8% | -17.4% |
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