+32.2%
EIX vs ALK
-37.5%
+69.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.8% | 0.0% |
| 7D | +0.7% | +8.9% | -8.2% | -1.0% |
| 30D | +8.8% | +5.9% | +2.8% | +7.3% |
| 3M | -10.9% | -16.5% | +5.6% | -8.2% |
| 6M | -10.3% | +2.1% | -12.4% | -11.9% |
| YTD | +5.8% | -17.1% | +22.9% | +7.0% |
| 1Y | +11.4% | -2.9% | +14.2% | +8.7% |
| 3Y | +11.1% | +24.5% | -13.4% | -1.7% |
| 5Y | +18.5% | -29.1% | +47.6% | +16.1% |
| 10Y | +32.2% | -39.1% | +71.4% | +15.8% |
| All | +32.2% | -37.5% | +69.7% | +15.8% |
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