+17.0%
EIX vs ALK
-34.2%
+51.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | -19.1% | -0.7% | -18.4% | -18.9% |
| 30D | -16.9% | -19.2% | +2.3% | -13.5% |
| 3M | -20.0% | -1.5% | -18.5% | -20.3% |
| 6M | -21.3% | -13.1% | -8.3% | -20.4% |
| YTD | -1.7% | -16.4% | +14.7% | -0.4% |
| 1Y | +9.6% | -33.1% | +42.6% | +15.7% |
| 3Y | -3.7% | +0.6% | -4.3% | -10.4% |
| 5Y | +22.6% | -26.4% | +49.0% | +19.1% |
| All | +17.0% | -34.2% | +51.2% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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