+21.5%
ALNY vs EIX
-5.9%
+27.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -4.0% |
| 7D | -6.4% | +0.8% | -7.2% | -6.5% |
| 30D | +11.9% | -18.8% | +30.7% | +13.2% |
| 3M | -15.0% | -19.7% | +4.7% | -14.1% |
| 6M | -23.2% | -18.2% | -5.0% | -22.7% |
| YTD | -37.8% | -1.7% | -36.0% | -39.1% |
| 1Y | -47.3% | +7.8% | -55.0% | -49.2% |
| All | +21.5% | -5.9% | +27.4% | +6.5% |
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