+1,144.0%
EIX vs AFL
+20,380.2%
-19,236.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | +8.1% | +8.6% | -0.5% | +6.0% |
| 3M | -12.1% | +5.3% | -17.5% | -13.3% |
| 6M | -13.4% | +10.0% | -23.5% | -15.5% |
| YTD | +5.6% | +16.5% | -10.9% | +1.5% |
| 1Y | +7.8% | +12.7% | -4.9% | +4.5% |
| 3Y | +9.8% | +65.5% | -55.7% | -3.3% |
| 5Y | +18.8% | +148.5% | -129.6% | -5.3% |
| 10Y | +34.4% | +339.2% | -304.8% | -7.5% |
| All | +1,144.0% | +20,380.2% | -19,236.2% | +342.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling