+22.7%
EIX vs ABCL
-41.3%
+63.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -19.1% | +0.7% | -19.8% | -19.1% |
| 30D | -16.9% | +93.1% | -110.0% | -18.5% |
| 3M | -20.0% | +79.4% | -99.4% | -21.5% |
| 6M | -21.3% | +214.9% | -236.2% | -24.3% |
| YTD | -1.7% | +234.2% | -235.9% | -5.9% |
| 1Y | +9.6% | +174.8% | -165.2% | +5.3% |
| 3Y | -3.7% | +104.5% | -108.1% | -8.3% |
| All | +22.7% | -41.3% | +63.9% | +16.7% |
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