+30.5%
EIX vs ALHC
-61.8%
+92.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | +0.7% | +3.9% | -3.1% | +0.5% |
| 30D | +8.8% | -3.6% | +12.4% | +8.9% |
| 3M | -10.9% | -49.4% | +38.5% | -8.6% |
| 6M | -10.3% | -59.5% | +49.2% | -7.6% |
| YTD | +5.8% | -63.2% | +69.0% | +9.1% |
| 1Y | +11.4% | -55.5% | +66.8% | +14.1% |
| 3Y | +11.1% | +23.0% | -12.0% | +7.5% |
| 5Y | +18.5% | -65.7% | +84.2% | +15.9% |
| All | +30.5% | -61.8% | +92.4% | +27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling