+1,131.2%
EIX vs ALK
+770.6%
+360.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | +1.0% | +9.0% | -8.1% | -0.4% |
| 30D | +9.1% | -1.6% | +10.8% | +9.2% |
| 3M | -10.2% | -23.2% | +12.9% | -6.9% |
| 6M | -11.2% | -3.9% | -7.4% | -11.6% |
| YTD | +4.5% | -22.6% | +27.1% | +6.5% |
| 1Y | +10.9% | -5.3% | +16.2% | +9.4% |
| 3Y | +8.4% | +18.6% | -10.2% | +0.8% |
| 5Y | +18.0% | -34.4% | +52.4% | +18.0% |
| 10Y | +30.3% | -40.8% | +71.1% | +24.6% |
| All | +1,131.2% | +770.6% | +360.6% | +572.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling