+18.6%
EIX vs ALHC
-66.2%
+84.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.4% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +8.5% | -10.6% | +19.1% | +9.0% |
| 3M | -13.5% | -45.3% | +31.9% | -11.3% |
| 6M | -12.4% | -59.7% | +47.4% | -9.4% |
| YTD | +5.9% | -62.7% | +68.6% | +9.5% |
| 1Y | +7.6% | -56.1% | +63.7% | +10.5% |
| 3Y | +12.8% | +21.3% | -8.5% | +8.4% |
| All | +18.6% | -66.2% | +84.8% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling