+26.7%
EIX vs ALHC
-29.3%
+56.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.5% |
| 7D | +0.9% | -1.0% | +1.9% | +0.9% |
| 30D | -13.5% | -6.3% | -7.2% | -13.3% |
| 3M | -15.3% | -12.3% | -2.9% | -15.0% |
| 6M | -15.3% | -27.0% | +11.7% | -14.7% |
| YTD | +2.7% | -31.8% | +34.6% | +3.5% |
| 1Y | +17.4% | -17.0% | +34.5% | +17.5% |
| 3Y | -1.3% | +159.8% | -161.2% | -7.2% |
| 5Y | +27.2% | -25.1% | +52.3% | +21.9% |
| All | +26.7% | -29.3% | +56.0% | +21.4% |
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