+7.6%
EIX vs AFL
+13.6%
-6.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +1.4% | +2.9% | -1.5% | +0.3% |
| 30D | +8.5% | +8.0% | +0.6% | +5.7% |
| 3M | -13.5% | +5.9% | -19.4% | -15.1% |
| 6M | -12.4% | +11.6% | -24.0% | -15.8% |
| YTD | +5.9% | +17.5% | -11.6% | -1.0% |
| 1Y | +7.6% | +13.3% | -5.7% | +3.0% |
| All | +7.6% | +13.6% | -6.0% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling