-62.0%
ALNY vs EIX
+18.9%
-80.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.8% |
| 7D | -30.7% | +4.5% | -35.2% | -30.6% |
| 30D | -26.7% | +15.2% | -42.0% | -26.5% |
| 3M | -26.4% | -11.6% | -14.8% | -26.9% |
| 6M | -45.9% | -8.4% | -37.6% | -46.9% |
| YTD | -59.5% | +8.2% | -67.7% | -61.2% |
| 1Y | -62.0% | +16.6% | -78.5% | -63.4% |
| All | -62.0% | +18.9% | -80.9% | -63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling