+26.5%
EIX vs ALC
+24.0%
+2.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.6% |
| 7D | -19.1% | -2.1% | -17.0% | -18.6% |
| 30D | -16.9% | -0.1% | -16.8% | -17.0% |
| 3M | -20.0% | +5.9% | -25.9% | -21.8% |
| 6M | -21.3% | -15.9% | -5.4% | -17.1% |
| YTD | -1.7% | -10.1% | +8.4% | +0.9% |
| 1Y | +9.6% | -10.2% | +19.8% | +12.2% |
| 3Y | -3.7% | -13.6% | +9.9% | -2.1% |
| 5Y | +22.6% | -15.1% | +37.8% | +22.4% |
| All | +26.5% | +24.0% | +2.5% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling