+18.6%
EIX vs ABCL
-26.2%
+44.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | +1.4% | -3.3% | +4.6% | +1.5% |
| 30D | +8.5% | -7.1% | +15.7% | +8.7% |
| 3M | -13.5% | +4.7% | -18.2% | -13.7% |
| 6M | -12.4% | +140.9% | -153.2% | -15.3% |
| YTD | +5.9% | +236.0% | -230.1% | +0.7% |
| 1Y | +7.6% | +217.4% | -209.8% | +2.5% |
| 3Y | +12.8% | +188.7% | -175.9% | +5.7% |
| All | +18.6% | -26.2% | +44.8% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling