+25.2%
EIX vs AFL
+131.5%
-106.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +4.1% | -2.1% | +6.2% | +5.0% |
| 30D | -15.3% | -5.4% | -9.9% | -13.2% |
| 3M | -18.4% | -0.3% | -18.2% | -18.5% |
| 6M | -16.8% | +5.2% | -22.0% | -18.9% |
| YTD | -0.6% | +5.7% | -6.2% | -3.4% |
| 1Y | +10.7% | +10.2% | +0.4% | +5.4% |
| 3Y | -4.5% | +63.4% | -67.9% | -24.0% |
| All | +25.2% | +131.5% | -106.3% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling