+33.2%
ALNY vs EIX
+22.6%
+10.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.9% |
| 7D | -6.4% | +0.8% | -7.2% | -6.6% |
| 30D | +11.9% | -18.8% | +30.7% | +14.4% |
| 3M | -15.0% | -19.7% | +4.7% | -13.2% |
| 6M | -23.2% | -18.2% | -5.0% | -22.0% |
| YTD | -37.8% | -1.7% | -36.0% | -39.3% |
| 1Y | -47.3% | +7.8% | -55.0% | -49.7% |
| 3Y | +22.9% | -5.6% | +28.5% | +18.0% |
| All | +33.2% | +22.6% | +10.7% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling