+400.4%
ALAB vs EIX
-7.1%
+407.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.8% | +8.9% | +9.8% |
| 7D | +7.2% | -19.1% | +26.3% | +5.7% |
| 30D | -2.5% | -16.9% | +14.4% | -3.5% |
| 3M | -13.3% | -20.0% | +6.7% | -14.7% |
| 6M | +172.8% | -21.3% | +194.1% | +167.4% |
| YTD | +86.6% | -1.7% | +88.3% | +83.5% |
| 1Y | +65.2% | +9.6% | +55.6% | +61.1% |
| All | +400.4% | -7.1% | +407.5% | +526.6% |
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