+17.5%
EIX vs ABCL
-12.4%
+29.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +1.0% | +2.3% | -1.3% | +0.9% |
| 30D | +8.9% | -0.7% | +9.5% | +8.8% |
| 3M | -9.8% | +33.4% | -43.2% | -10.7% |
| 6M | -10.2% | +137.8% | -148.0% | -13.1% |
| YTD | +5.9% | +264.3% | -258.4% | +0.5% |
| 1Y | +10.9% | +209.2% | -198.3% | +5.8% |
| 3Y | +10.2% | +208.4% | -198.2% | +3.1% |
| All | +17.5% | -12.4% | +29.8% | +12.7% |
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