+2,885.9%
ALB vs EIX
+895.2%
+1,990.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.3% | -4.7% |
| 7D | -8.1% | -19.1% | +11.0% | -3.7% |
| 30D | +6.3% | -16.9% | +23.2% | +10.1% |
| 3M | -23.6% | -20.0% | -3.6% | -20.2% |
| 6M | -24.6% | -21.3% | -3.3% | -21.0% |
| YTD | -10.3% | -1.7% | -8.6% | -12.0% |
| 1Y | +61.5% | +9.6% | +51.9% | +53.1% |
| 3Y | -34.0% | -3.7% | -30.3% | -35.5% |
| 5Y | -44.6% | +22.6% | -67.2% | -49.5% |
| 10Y | +76.1% | +17.7% | +58.4% | +58.2% |
| All | +2,885.9% | +895.2% | +1,990.7% | +1,983.2% |
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