+365.7%
ALAB vs EIX
-2.9%
+368.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.5% | -11.5% | -6.4% |
| 7D | +3.2% | +0.9% | +2.3% | +3.4% |
| 30D | -13.6% | -13.5% | 0.0% | -14.0% |
| 3M | -16.6% | -15.3% | -1.3% | -17.4% |
| 6M | +142.3% | -15.3% | +157.7% | +139.1% |
| YTD | +73.6% | +2.7% | +70.9% | +71.7% |
| 1Y | +33.7% | +17.4% | +16.2% | +30.6% |
| All | +365.7% | -2.9% | +368.6% | +486.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling