+1,058.2%
EIX vs AFL
+18,874.7%
-17,816.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -19.1% | +0.6% | -19.7% | -19.2% |
| 30D | -16.9% | -6.2% | -10.7% | -15.6% |
| 3M | -20.0% | +2.2% | -22.2% | -20.4% |
| 6M | -21.3% | +5.3% | -26.6% | -22.4% |
| YTD | -1.7% | +8.0% | -9.7% | -3.7% |
| 1Y | +9.6% | +10.2% | -0.7% | +6.8% |
| 3Y | -3.7% | +67.1% | -70.7% | -15.3% |
| 5Y | +22.6% | +135.6% | -113.0% | -1.0% |
| 10Y | +17.7% | +299.4% | -281.7% | -17.1% |
| All | +1,058.2% | +18,874.7% | -17,816.4% | +320.1% |
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