+16.9%
EIX vs ALK
-28.7%
+45.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.3% |
| 7D | -2.5% | +2.6% | -5.1% | -2.9% |
| 30D | +7.7% | +7.8% | -0.1% | +6.4% |
| 3M | -12.9% | -15.2% | +2.4% | -11.1% |
| 6M | -12.7% | +5.0% | -17.7% | -14.2% |
| YTD | +5.5% | -18.4% | +23.9% | +6.6% |
| 1Y | +9.4% | -2.4% | +11.8% | +7.1% |
| 3Y | +9.7% | +19.8% | -10.1% | -0.1% |
| 5Y | +16.9% | -27.8% | +44.7% | +13.6% |
| All | +16.9% | -28.7% | +45.6% | +13.6% |
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