+32.2%
EIX vs ALLE
+233.6%
-201.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.3% |
| 7D | +0.7% | -0.6% | +1.4% | +1.0% |
| 30D | +8.8% | +26.6% | -17.9% | -0.8% |
| 3M | -10.9% | +13.2% | -24.1% | -15.3% |
| 6M | -10.3% | +42.9% | -53.2% | -22.7% |
| YTD | +5.8% | +21.0% | -15.2% | -3.1% |
| 1Y | +11.4% | +15.2% | -3.8% | +3.9% |
| 3Y | +11.1% | +95.6% | -84.5% | -18.3% |
| 5Y | +18.5% | +53.4% | -34.9% | -5.8% |
| 10Y | +32.2% | +221.5% | -189.3% | -13.7% |
| All | +32.2% | +233.6% | -201.4% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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