+18.6%
EIX vs ALK
-31.3%
+49.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +1.4% | -1.2% | +2.5% | +1.5% |
| 30D | +8.5% | +7.7% | +0.9% | +7.3% |
| 3M | -13.5% | -19.0% | +5.5% | -11.2% |
| 6M | -12.4% | -0.2% | -12.1% | -13.2% |
| YTD | +5.9% | -23.5% | +29.4% | +8.0% |
| 1Y | +7.6% | -9.1% | +16.7% | +6.5% |
| 3Y | +12.8% | +12.0% | +0.7% | +3.7% |
| All | +18.6% | -31.3% | +49.9% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling