+12.8%
EIX vs ALC
+4.4%
+8.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.5% |
| 7D | +1.4% | -1.1% | +2.5% | +1.6% |
| 30D | +8.5% | +16.0% | -7.5% | +4.6% |
| 3M | -13.5% | +0.8% | -14.3% | -13.8% |
| 6M | -12.4% | +16.8% | -29.2% | -16.0% |
| YTD | +5.9% | -5.5% | +11.4% | +6.6% |
| 1Y | +7.6% | -5.3% | +12.8% | +8.2% |
| 3Y | +12.8% | +4.1% | +8.7% | +8.1% |
| All | +12.8% | +4.4% | +8.4% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling