+83.0%
ALB vs EIX
+23.2%
+59.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.9% | +0.8% |
| 7D | -4.4% | +0.9% | -5.3% | -4.9% |
| 30D | -1.2% | -13.5% | +12.4% | +2.2% |
| 3M | -13.3% | -15.3% | +1.9% | -10.2% |
| 6M | -19.8% | -15.3% | -4.4% | -17.0% |
| YTD | -7.9% | +2.7% | -10.7% | -13.1% |
| 1Y | +60.2% | +17.4% | +42.7% | +41.5% |
| 3Y | -26.4% | -1.3% | -25.1% | -30.8% |
| 5Y | -42.5% | +27.2% | -69.7% | -52.4% |
| 10Y | +83.0% | +22.7% | +60.3% | +45.1% |
| All | +83.0% | +23.2% | +59.8% | +45.1% |
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