+32.2%
EIX vs ALC
+21.6%
+10.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.0% | +6.5% | +5.2% |
| 7D | +0.9% | -3.7% | +4.6% | +2.1% |
| 30D | -13.5% | -3.7% | -9.8% | -12.5% |
| 3M | -15.3% | +4.6% | -19.8% | -16.8% |
| 6M | -15.3% | -14.6% | -0.7% | -11.4% |
| YTD | +2.7% | -11.9% | +14.6% | +6.1% |
| 1Y | +17.4% | -13.1% | +30.6% | +21.7% |
| 3Y | -1.3% | -15.0% | +13.7% | +0.8% |
| 5Y | +27.2% | -16.2% | +43.4% | +27.4% |
| All | +32.2% | +21.6% | +10.6% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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