+2,251.6%
ALB vs EIX
+971.6%
+1,280.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.9% |
| 6M | -51.0% | -10.3% | -40.7% | -50.5% |
| YTD | -29.3% | +5.8% | -35.2% | -32.1% |
| 1Y | +3.2% | +11.4% | -8.2% | -2.4% |
| 3Y | -9.3% | +11.1% | -20.4% | -14.8% |
| 5Y | -61.6% | +18.5% | -80.1% | -64.7% |
| 10Y | +40.8% | +32.2% | +8.6% | +22.6% |
| All | +2,251.6% | +971.6% | +1,280.0% | +1,506.7% |
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