+37.8%
ALAB vs EIX
+9.6%
+28.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +6.7% |
| 7D | +3.4% | -2.5% | +6.0% | +2.6% |
| 30D | -28.8% | +7.7% | -36.4% | -27.2% |
| 3M | -26.0% | -12.9% | -13.1% | -27.3% |
| 6M | +11.4% | -12.7% | +24.0% | +8.9% |
| YTD | +38.8% | +5.5% | +33.4% | +53.8% |
| 1Y | +37.8% | +9.4% | +28.4% | +56.9% |
| All | +37.8% | +9.6% | +28.2% | +56.9% |
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