-9.3%
ALB vs EIX
+11.2%
-20.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | +9.5% | +0.7% | +8.7% | +9.2% |
| 30D | -2.1% | +8.8% | -10.9% | -4.4% |
| 3M | -24.1% | -10.9% | -13.2% | -23.1% |
| 6M | -51.0% | -10.3% | -40.7% | -51.0% |
| YTD | -29.3% | +5.8% | -35.2% | -34.7% |
| 1Y | +3.2% | +11.4% | -8.2% | -7.1% |
| 3Y | -9.3% | +11.1% | -20.4% | -32.4% |
| All | -9.3% | +11.2% | -20.5% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling