+6,817.3%
ABT vs EIX
+1,176.1%
+5,641.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.0% | +1.0% | 0.0% | +0.8% |
| 30D | +11.6% | +8.9% | +2.7% | +9.8% |
| 3M | +2.3% | -9.8% | +12.1% | +3.4% |
| 6M | +32.7% | -10.2% | +42.9% | +34.0% |
| YTD | -9.6% | +5.9% | -15.6% | -11.9% |
| 1Y | -10.1% | +10.9% | -21.0% | -13.1% |
| 3Y | +25.2% | +10.2% | +15.0% | +19.5% |
| 5Y | -4.5% | +17.0% | -21.6% | -10.4% |
| 10Y | +228.3% | +35.1% | +193.2% | +190.8% |
| All | +6,817.3% | +1,176.1% | +5,641.2% | +3,021.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling