+27.2%
EIX vs ABCL
-81.0%
+108.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.2% |
| 7D | -1.5% | +4.4% | -5.9% | -1.5% |
| 30D | +8.1% | -7.9% | +16.0% | +8.2% |
| 3M | -12.1% | +12.2% | -24.4% | -12.4% |
| 6M | -13.4% | +134.7% | -148.2% | -15.2% |
| YTD | +5.6% | +239.8% | -234.2% | +2.2% |
| 1Y | +7.8% | +192.7% | -184.9% | +4.8% |
| 3Y | +9.8% | +187.6% | -177.8% | +5.5% |
| 5Y | +18.8% | -22.6% | +41.5% | +14.9% |
| All | +27.2% | -81.0% | +108.1% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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