+27.5%
EIX vs ABCL
-79.5%
+107.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.2% | -3.9% | +1.2% |
| 7D | +0.7% | +12.4% | -11.7% | +0.5% |
| 30D | +8.8% | -0.4% | +9.1% | +8.7% |
| 3M | -10.9% | +80.4% | -91.3% | -12.1% |
| 6M | -10.3% | +138.5% | -148.8% | -12.2% |
| YTD | +5.8% | +265.5% | -259.7% | +2.4% |
| 1Y | +11.4% | +219.7% | -208.3% | +8.0% |
| 3Y | +11.1% | +209.4% | -198.3% | +6.5% |
| 5Y | +18.5% | -15.0% | +33.5% | +14.4% |
| All | +27.5% | -79.5% | +107.0% | +24.3% |
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