+236.1%
ALNY vs EIX
+19.9%
+216.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -6.5% | -1.4% | -5.2% | -6.4% |
| 30D | +11.0% | -19.3% | +30.4% | +14.0% |
| 3M | -14.1% | -21.7% | +7.6% | -11.5% |
| 6M | -22.4% | -19.8% | -2.6% | -20.5% |
| YTD | -37.5% | -3.0% | -34.4% | -38.4% |
| 1Y | -46.9% | +5.1% | -52.0% | -48.6% |
| 3Y | +22.1% | -7.0% | +29.0% | +19.2% |
| 5Y | +31.2% | +22.0% | +9.2% | +20.7% |
| All | +236.1% | +19.9% | +216.2% | +188.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling