+28.9%
EIX vs ALHC
-61.5%
+90.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -2.4% |
| 7D | +1.0% | +1.0% | 0.0% | +0.9% |
| 30D | +9.1% | -14.2% | +23.3% | +9.7% |
| 3M | -10.2% | -45.1% | +34.9% | -8.2% |
| 6M | -11.2% | -59.5% | +48.3% | -8.5% |
| YTD | +4.5% | -62.8% | +67.3% | +7.7% |
| 1Y | +10.9% | -55.5% | +66.4% | +13.5% |
| 3Y | +8.4% | +25.7% | -17.3% | +4.9% |
| 5Y | +18.0% | -66.8% | +84.8% | +15.3% |
| All | +28.9% | -61.5% | +90.3% | +26.2% |
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