+34.3%
EIX vs ALLE
+212.2%
-177.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -2.5% | -0.8% | -1.7% | -2.2% |
| 30D | +7.7% | +27.4% | -19.7% | -2.1% |
| 3M | -12.9% | +13.8% | -26.7% | -17.4% |
| 6M | -12.7% | +45.5% | -58.2% | -25.3% |
| YTD | +5.5% | +21.4% | -15.9% | -3.6% |
| 1Y | +9.4% | +15.4% | -6.0% | +1.9% |
| 3Y | +9.7% | +91.7% | -82.0% | -18.7% |
| 5Y | +16.9% | +54.5% | -37.6% | -7.4% |
| 10Y | +34.3% | +210.5% | -176.3% | -12.5% |
| All | +34.3% | +212.2% | -177.9% | -12.5% |
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