-29.5%
ALB vs EIX
-3.4%
-26.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.3% | -4.7% |
| 7D | -8.1% | -19.1% | +11.0% | -3.3% |
| 30D | +6.3% | -16.9% | +23.2% | +10.0% |
| 3M | -23.6% | -20.0% | -3.6% | -20.3% |
| 6M | -24.6% | -21.3% | -3.3% | -21.1% |
| YTD | -10.3% | -1.7% | -8.6% | -15.5% |
| 1Y | +61.5% | +9.6% | +51.9% | +43.3% |
| All | -29.5% | -3.4% | -26.1% | -41.8% |
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