+16.6%
EIX vs ALHC
-51.4%
+68.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.1% | -7.0% | +2.4% |
| 7D | +4.5% | -0.5% | +5.0% | +4.4% |
| 30D | +15.2% | -4.2% | +19.4% | +15.3% |
| 3M | -11.6% | -39.8% | +28.2% | -8.6% |
| 6M | -8.4% | -57.7% | +49.4% | -4.1% |
| YTD | +8.2% | -58.8% | +67.0% | +10.2% |
| 1Y | +16.6% | -52.4% | +69.0% | +18.3% |
| All | +16.6% | -51.4% | +68.0% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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