+40.8%
ALB vs EIX
+30.9%
+9.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.6% |
| 7D | +9.5% | +0.7% | +8.7% | +9.1% |
| 30D | -2.1% | +8.8% | -10.9% | -5.3% |
| 3M | -24.1% | -10.9% | -13.2% | -22.5% |
| 6M | -51.0% | -10.3% | -40.7% | -50.5% |
| YTD | -29.3% | +5.8% | -35.2% | -34.1% |
| 1Y | +3.2% | +11.4% | -8.2% | -6.1% |
| 3Y | -9.3% | +11.1% | -20.4% | -19.0% |
| 5Y | -61.6% | +18.5% | -80.1% | -67.1% |
| 10Y | +40.8% | +32.2% | +8.6% | +10.1% |
| All | +40.8% | +30.9% | +9.8% | +10.1% |
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