+35.9%
EIX vs AFL
+339.8%
-303.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +1.4% | +2.9% | -1.5% | +0.1% |
| 30D | +8.5% | +8.0% | +0.6% | +4.9% |
| 3M | -13.5% | +5.9% | -19.4% | -15.8% |
| 6M | -12.4% | +11.6% | -24.0% | -16.8% |
| YTD | +5.9% | +17.5% | -11.6% | -2.0% |
| 1Y | +7.6% | +13.3% | -5.7% | +1.2% |
| 3Y | +12.8% | +67.0% | -54.2% | -12.0% |
| 5Y | +19.2% | +150.6% | -131.4% | -23.7% |
| All | +35.9% | +339.8% | -303.9% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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