+9.1%
EIX vs ALC
-13.3%
+22.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | +4.1% | -5.3% | +9.4% | +5.0% |
| 30D | -15.3% | -7.1% | -8.3% | -14.3% |
| 3M | -18.4% | +0.8% | -19.2% | -18.8% |
| 6M | -16.8% | -16.0% | -0.8% | -14.4% |
| YTD | -0.6% | -12.7% | +12.2% | +1.3% |
| All | +9.1% | -13.3% | +22.4% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling